+140.6%
HPQ vs MUB
+76.3%
+64.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +6.9% | -0.9% | +7.8% | +7.3% |
| 30D | +14.4% | -1.4% | +15.9% | +15.1% |
| 3M | +25.6% | -2.2% | +27.8% | +26.7% |
| 6M | +75.0% | -1.9% | +76.9% | +76.4% |
| YTD | +50.7% | -0.8% | +51.5% | +51.2% |
| 1Y | +18.7% | +2.7% | +15.9% | +17.4% |
| 3Y | +21.5% | +8.6% | +12.9% | +17.6% |
| 5Y | +31.6% | +2.0% | +29.5% | +29.8% |
| 10Y | +216.1% | +17.9% | +198.1% | +209.6% |
| All | +140.6% | +76.3% | +64.3% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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