+74.1%
MUB vs HIG
+137.3%
-63.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.3% | +2.6% | -3.9% | -1.3% |
| 30D | +2.2% | +4.2% | -2.0% | +2.2% |
| 3M | -1.6% | +0.2% | -1.8% | -1.6% |
| 6M | -1.3% | +4.6% | -5.9% | -1.3% |
| YTD | -0.7% | +1.1% | -1.8% | -0.7% |
| 1Y | -0.2% | +4.7% | -4.9% | -0.2% |
| 3Y | +9.6% | +95.5% | -85.8% | +9.5% |
| 5Y | +2.6% | +111.7% | -109.1% | +2.4% |
| 10Y | +21.5% | +263.4% | -241.9% | +21.0% |
| All | +74.1% | +137.3% | -63.2% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling