+17.3%
MUB vs HBM
+619.2%
-601.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.8% | -3.3% | +2.5% | -0.8% |
| 30D | -2.4% | -4.8% | +2.4% | -2.3% |
| 3M | -2.8% | -0.4% | -2.4% | -2.9% |
| 6M | -2.2% | +17.9% | -20.1% | -2.5% |
| YTD | -1.6% | +33.7% | -35.3% | -2.0% |
| 1Y | 0.0% | +95.6% | -95.5% | -0.8% |
| 3Y | +7.9% | +458.1% | -450.2% | +5.5% |
| 5Y | +1.2% | +329.0% | -327.8% | -1.1% |
| All | +17.3% | +619.2% | -601.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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