0.0%
MUB vs ALHC
-51.4%
+51.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.1% | -9.7% | +0.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +3.2% | -4.2% | +7.4% | +3.2% |
| 3M | -1.1% | -39.8% | +38.7% | -0.8% |
| 6M | -1.1% | -57.7% | +56.6% | -0.5% |
| YTD | -0.5% | -58.8% | +58.3% | 0.0% |
| 1Y | 0.0% | -52.4% | +52.3% | +0.4% |
| All | 0.0% | -51.4% | +51.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling