-11.1%
HUM vs MUB
+7.4%
-18.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | -0.3% |
| 7D | -1.4% | -1.2% | -0.2% | -2.3% |
| 30D | +7.5% | -2.8% | +10.2% | +5.4% |
| 3M | +10.2% | -3.1% | +13.3% | +7.8% |
| 6M | +132.5% | -2.9% | +135.4% | +127.7% |
| YTD | +57.6% | -2.0% | +59.6% | +55.6% |
| 1Y | +48.6% | 0.0% | +48.6% | +49.5% |
| All | -11.1% | +7.4% | -18.5% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling