+22.9%
MUB vs HAS
+106.0%
-83.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +0.4% | +2.0% | -1.6% | +0.4% |
| 30D | +3.9% | +30.9% | -27.0% | +3.2% |
| 3M | -0.2% | +28.8% | -29.0% | -0.9% |
| 6M | -0.4% | +32.3% | -32.7% | -1.2% |
| YTD | +0.5% | +54.7% | -54.2% | -0.7% |
| 1Y | +0.7% | +63.2% | -62.6% | -0.7% |
| 3Y | +11.1% | +220.7% | -209.6% | +7.3% |
| 5Y | +3.7% | +53.3% | -49.6% | +2.0% |
| 10Y | +22.9% | +104.2% | -81.3% | +17.3% |
| All | +22.9% | +106.0% | -83.1% | +17.3% |
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