+8.2%
MUB vs HIG
+101.4%
-93.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -2.0% | -2.8% | +0.9% | -1.9% |
| 3M | -2.5% | +6.3% | -8.9% | -2.6% |
| 6M | -2.3% | -0.1% | -2.2% | -2.3% |
| YTD | -1.3% | +0.4% | -1.7% | -1.3% |
| 1Y | +1.1% | +6.2% | -5.1% | +1.0% |
| All | +8.2% | +101.4% | -93.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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