+194.0%
HL vs MUB
+76.3%
+117.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | -0.9% | +2.3% | +2.5% |
| 30D | +25.1% | -1.4% | +26.5% | +27.2% |
| 3M | +22.9% | -2.2% | +25.1% | +26.3% |
| 6M | -4.9% | -1.9% | -3.0% | -2.4% |
| YTD | +7.8% | -0.8% | +8.6% | +9.3% |
| 1Y | +133.9% | +2.7% | +131.1% | +128.5% |
| 3Y | +380.9% | +8.6% | +372.3% | +342.4% |
| 5Y | +230.2% | +2.0% | +228.2% | +222.8% |
| 10Y | +265.6% | +17.9% | +247.6% | +238.7% |
| All | +194.0% | +76.3% | +117.7% | +180.8% |
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