+624.7%
HUM vs MUB
+76.3%
+548.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +4.7% | -1.5% | +6.2% | +5.5% |
| 3M | +13.5% | -1.9% | +15.4% | +14.6% |
| 6M | +126.7% | -1.7% | +128.4% | +128.6% |
| YTD | +58.5% | -0.8% | +59.3% | +59.2% |
| 1Y | +31.7% | +1.5% | +30.3% | +30.8% |
| 3Y | -10.6% | +8.8% | -19.4% | -14.9% |
| 5Y | +2.5% | +2.0% | +0.5% | +1.6% |
| 10Y | +148.7% | +18.0% | +130.7% | +134.3% |
| All | +624.7% | +76.3% | +548.4% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling