+65.6%
MUB vs HBM
+613.3%
-547.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -0.9% | -6.4% | +5.5% | -0.8% |
| 30D | -1.4% | +5.9% | -7.3% | -1.5% |
| 3M | -2.2% | -8.9% | +6.8% | -2.1% |
| 6M | -1.9% | +10.7% | -12.6% | -2.0% |
| YTD | -0.8% | +38.3% | -39.0% | -1.0% |
| 1Y | +2.7% | +121.3% | -118.6% | +2.3% |
| 3Y | +8.6% | +450.6% | -442.0% | +7.5% |
| 5Y | +2.0% | +338.0% | -335.9% | +1.0% |
| 10Y | +17.9% | +578.6% | -560.7% | +15.9% |
| All | +65.6% | +613.3% | -547.8% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling