+12.0%
MUB vs HDB
-11.1%
+23.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +0.7% | +13.3% | -12.6% | +0.3% |
| 30D | +4.4% | +13.6% | -9.2% | +4.0% |
| 3M | -0.2% | +5.8% | -5.9% | -0.4% |
| 6M | -0.6% | -1.9% | +1.3% | -0.7% |
| YTD | +0.3% | -31.2% | +31.5% | +0.9% |
| 1Y | +0.8% | -29.6% | +30.3% | +1.3% |
| 3Y | +12.0% | -10.1% | +22.1% | +12.2% |
| All | +12.0% | -11.1% | +23.1% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling