+124.4%
HSY vs MUB
+21.8%
+102.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | -2.1% | -1.3% | -0.9% | -0.6% |
| 30D | +6.1% | +2.2% | +3.9% | +3.4% |
| 3M | -5.6% | -1.6% | -4.0% | -3.6% |
| 6M | -9.5% | -1.3% | -8.3% | -8.0% |
| YTD | -2.1% | -0.7% | -1.4% | -1.2% |
| 1Y | +0.8% | -0.2% | +1.0% | +1.1% |
| 3Y | -2.1% | +9.6% | -11.8% | -12.9% |
| 5Y | +11.2% | +2.6% | +8.7% | +9.5% |
| All | +124.4% | +21.8% | +102.6% | +94.9% |
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