-3.5%
HPQ vs MULL
+2,366.2%
-2,369.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.3% | +10.4% | +1.5% |
| 7D | +3.5% | +3.6% | -0.1% | +3.3% |
| 30D | +13.7% | +22.0% | -8.3% | +12.2% |
| 3M | +33.9% | -8.6% | +42.5% | +30.1% |
| 6M | +80.9% | +248.5% | -167.6% | +50.9% |
| YTD | +52.6% | +516.3% | -463.7% | +15.5% |
| 1Y | +21.2% | +2,036.6% | -2,015.4% | -27.2% |
| All | -3.5% | +2,366.2% | -2,369.7% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling