+198.0%
HPE vs MULL
+2,337.2%
-2,139.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.2% | +13.6% | +12.6% |
| 7D | +19.4% | -8.4% | +27.8% | +20.9% |
| 30D | +5.6% | +9.7% | -4.1% | +3.6% |
| 3M | +33.1% | -26.8% | +59.8% | +31.3% |
| 6M | +192.5% | +220.7% | -28.2% | +121.0% |
| YTD | +160.9% | +509.0% | -348.1% | +68.8% |
| 1Y | +155.0% | +1,739.5% | -1,584.6% | +25.1% |
| All | +198.0% | +2,337.2% | -2,139.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling