+124.9%
HST vs MUB
+23.3%
+101.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.8% |
| 30D | +13.4% | +3.9% | +9.5% | +8.3% |
| 3M | +16.7% | -0.2% | +16.9% | +17.0% |
| 6M | +24.0% | -0.4% | +24.4% | +24.6% |
| YTD | +54.0% | +0.5% | +53.4% | +53.1% |
| 1Y | +55.0% | +0.7% | +54.4% | +54.0% |
| 3Y | +89.3% | +11.1% | +78.3% | +67.1% |
| 5Y | +85.4% | +3.7% | +81.7% | +76.6% |
| All | +124.9% | +23.3% | +101.6% | +113.6% |
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