+75.3%
MUB vs HAS
+735.7%
-660.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.4% |
| 7D | +0.6% | +3.3% | -2.6% | +0.6% |
| 30D | +3.4% | +30.5% | -27.1% | +3.1% |
| 3M | -0.7% | +29.9% | -30.6% | -1.0% |
| 6M | -1.0% | +26.5% | -27.5% | -1.3% |
| YTD | 0.0% | +51.9% | -52.0% | -0.5% |
| 1Y | +0.4% | +60.9% | -60.5% | -0.2% |
| 3Y | +10.5% | +215.0% | -204.5% | +9.0% |
| 5Y | +3.1% | +51.5% | -48.4% | +2.2% |
| 10Y | +22.0% | +102.2% | -80.2% | +20.2% |
| All | +75.3% | +735.7% | -660.4% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling