+18.0%
MUB vs HDB
+34.0%
-16.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -0.3% | -2.0% | +1.8% | -0.2% |
| 30D | -1.5% | -4.9% | +3.3% | -1.3% |
| 3M | -1.9% | -2.3% | +0.4% | -1.9% |
| 6M | -1.7% | -23.7% | +22.0% | -0.7% |
| YTD | -0.8% | -38.5% | +37.7% | +1.2% |
| 1Y | +1.5% | -36.5% | +37.9% | +3.3% |
| 3Y | +8.8% | -28.5% | +37.2% | +9.8% |
| 5Y | +2.0% | -37.4% | +39.4% | +3.4% |
| 10Y | +18.0% | +34.0% | -16.1% | +13.4% |
| All | +18.0% | +34.0% | -16.1% | +13.4% |
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