+74.1%
MUB vs HRB
+403.8%
-329.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.3% |
| 7D | -1.3% | -5.1% | +3.8% | -1.2% |
| 30D | +2.2% | +8.7% | -6.5% | +2.0% |
| 3M | -1.6% | -5.4% | +3.8% | -1.6% |
| 6M | -1.3% | +41.6% | -42.8% | -2.0% |
| YTD | -0.7% | +18.7% | -19.3% | -1.1% |
| 1Y | -0.2% | +16.4% | -16.6% | -0.6% |
| 3Y | +9.6% | +22.0% | -12.3% | +8.9% |
| 5Y | +2.6% | +141.2% | -138.7% | +0.3% |
| 10Y | +21.5% | +223.1% | -201.7% | +17.1% |
| All | +74.1% | +403.8% | -329.7% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling