+575.2%
HLT vs MUB
+17.2%
+558.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.5% |
| 7D | -1.6% | -0.8% | -0.8% | -0.8% |
| 30D | -5.0% | -2.4% | -2.6% | -2.6% |
| 3M | -10.4% | -2.8% | -7.5% | -7.7% |
| 6M | +3.2% | -2.2% | +5.5% | +5.8% |
| YTD | +6.7% | -1.6% | +8.3% | +8.7% |
| 1Y | +10.3% | 0.0% | +10.2% | +10.4% |
| 3Y | +99.3% | +7.9% | +91.5% | +83.9% |
| 5Y | +143.7% | +1.2% | +142.5% | +140.7% |
| All | +575.2% | +17.2% | +558.0% | +554.2% |
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