+149.6%
HPE vs MULL
+2,561.4%
-2,411.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.8% | -16.3% | -6.2% |
| 7D | -0.6% | +17.3% | -17.9% | -3.1% |
| 30D | -2.3% | +23.5% | -25.8% | -5.8% |
| 3M | -2.9% | -24.0% | +21.1% | -5.5% |
| 6M | +143.6% | +276.7% | -133.2% | +79.2% |
| YTD | +118.5% | +565.1% | -446.5% | +39.7% |
| 1Y | +129.2% | +2,802.6% | -2,673.4% | +1.9% |
| All | +149.6% | +2,561.4% | -2,411.7% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling