+17.8%
MUB vs HAS
+56.8%
-39.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.8% |
| 30D | -1.4% | +2.3% | -3.7% | -1.5% |
| 3M | -2.2% | +10.4% | -12.5% | -2.4% |
| 6M | -1.9% | -3.2% | +1.4% | -1.9% |
| YTD | -0.8% | +15.4% | -16.2% | -1.2% |
| 1Y | +2.7% | +18.8% | -16.1% | +2.2% |
| 3Y | +8.6% | +43.9% | -35.4% | +7.1% |
| 5Y | +2.0% | +13.9% | -11.9% | +1.1% |
| All | +17.8% | +56.8% | -39.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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