+23.3%
MUB vs HDB
+62.8%
-39.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.8% | +4.1% | -4.9% | -1.0% |
| 30D | +2.4% | +13.0% | -10.5% | +1.9% |
| 3M | -1.1% | +11.3% | -12.4% | -1.6% |
| 6M | -1.0% | +6.9% | -7.9% | -1.4% |
| YTD | -0.3% | -29.6% | +29.3% | +1.0% |
| 1Y | 0.0% | -29.5% | +29.5% | +1.3% |
| 3Y | +10.2% | -8.1% | +18.3% | +9.9% |
| 5Y | +2.9% | -23.4% | +26.3% | +3.3% |
| All | +23.3% | +62.8% | -39.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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