+130.0%
HL vs MUB
+21.8%
+108.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -0.9% |
| 7D | -11.1% | -1.3% | -9.9% | -7.9% |
| 30D | -12.1% | +2.2% | -14.3% | -16.9% |
| 3M | -26.1% | -1.6% | -24.5% | -22.6% |
| 6M | -37.7% | -1.3% | -36.5% | -35.0% |
| YTD | -31.7% | -0.7% | -31.0% | -29.7% |
| 1Y | -11.6% | -0.2% | -11.4% | -10.2% |
| 3Y | +249.6% | +9.6% | +240.0% | +175.5% |
| 5Y | +108.5% | +2.6% | +106.0% | +98.3% |
| All | +130.0% | +21.8% | +108.2% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling