+99.8%
HST vs MUB
+17.9%
+81.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | -0.3% | +2.3% | +2.3% |
| 30D | -5.2% | -1.5% | -3.7% | -3.5% |
| 3M | -6.2% | -1.9% | -4.3% | -4.0% |
| 6M | +20.4% | -1.7% | +22.1% | +23.0% |
| YTD | +30.6% | -0.8% | +31.4% | +32.0% |
| 1Y | +37.4% | +1.5% | +35.9% | +35.3% |
| 3Y | +66.1% | +8.8% | +57.3% | +50.9% |
| 5Y | +73.7% | +2.0% | +71.7% | +68.9% |
| 10Y | +99.8% | +18.0% | +81.8% | +105.8% |
| All | +99.8% | +17.9% | +81.9% | +105.8% |
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 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