+2.0%
MUB vs HRB
+108.2%
-106.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -0.3% | -9.1% | +8.8% | -0.2% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | -1.9% | +23.4% | -25.3% | -2.1% |
| 6M | -1.7% | +45.1% | -46.8% | -2.0% |
| YTD | -0.8% | +8.9% | -9.7% | -0.8% |
| 1Y | +1.5% | -7.9% | +9.4% | +1.6% |
| 3Y | +8.8% | +27.9% | -19.2% | +8.6% |
| All | +2.0% | +108.2% | -106.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling