+152.3%
HUM vs MUB
+17.2%
+135.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +1.9% |
| 7D | +2.1% | -0.8% | +2.9% | +2.8% |
| 30D | +5.4% | -2.4% | +7.8% | +7.7% |
| 3M | +11.4% | -2.8% | +14.3% | +14.4% |
| 6M | +141.5% | -2.2% | +143.7% | +146.4% |
| YTD | +61.2% | -1.6% | +62.8% | +63.5% |
| 1Y | +49.2% | 0.0% | +49.1% | +49.0% |
| 3Y | -9.0% | +7.9% | -16.9% | -16.8% |
| 5Y | +7.2% | +1.2% | +5.9% | +7.7% |
| All | +152.3% | +17.2% | +135.1% | +153.3% |
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