+4.6%
HPQ vs MULL
+2,337.2%
-2,332.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.2% | +9.6% | +8.5% |
| 7D | +9.8% | -8.4% | +18.2% | +10.2% |
| 30D | +22.4% | +9.7% | +12.7% | +21.5% |
| 3M | +45.2% | -26.8% | +71.9% | +43.9% |
| 6M | +96.4% | +220.7% | -124.3% | +65.2% |
| YTD | +65.4% | +509.0% | -443.7% | +25.2% |
| 1Y | +31.6% | +1,739.5% | -1,707.9% | -19.0% |
| All | +4.6% | +2,337.2% | -2,332.6% | -46.3% |
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 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