+165.1%
HPE vs MULL
+2,366.2%
-2,201.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.3% | +3.1% | -4.9% |
| 7D | +1.4% | +3.6% | -2.2% | +0.7% |
| 30D | +1.5% | +22.0% | -20.5% | -1.9% |
| 3M | +21.7% | -8.6% | +30.4% | +15.8% |
| 6M | +164.2% | +248.5% | -84.4% | +97.0% |
| YTD | +132.1% | +516.3% | -384.2% | +49.9% |
| 1Y | +130.6% | +2,036.6% | -1,906.0% | +9.3% |
| All | +165.1% | +2,366.2% | -2,201.1% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling