+504.3%
MUU vs HPE
+113.0%
+391.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.7% | -8.3% | -8.6% |
| 7D | -35.9% | -17.0% | -18.9% | -22.6% |
| 30D | -47.1% | -26.7% | -20.4% | -28.4% |
| 3M | -29.8% | -4.1% | -25.7% | -28.5% |
| 6M | +16.0% | +75.4% | -59.4% | -20.8% |
| YTD | +286.1% | +111.0% | +175.1% | +150.5% |
| 1Y | +504.3% | +116.4% | +387.9% | +289.4% |
| All | +504.3% | +113.0% | +391.3% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling