+73.9%
MUB vs HDB
+514.4%
-440.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -1.4% | -2.8% | +1.4% | -1.4% |
| 3M | -2.2% | -3.5% | +1.4% | -2.1% |
| 6M | -1.9% | -24.7% | +22.8% | -1.5% |
| YTD | -0.8% | -36.6% | +35.8% | -0.2% |
| 1Y | +2.7% | -34.4% | +37.1% | +3.3% |
| 3Y | +8.6% | -24.4% | +33.0% | +8.9% |
| 5Y | +2.0% | -35.4% | +37.4% | +2.4% |
| 10Y | +17.9% | +39.5% | -21.6% | +17.1% |
| All | +73.9% | +514.4% | -440.5% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling