+1,000.7%
MUU vs HST
+61.5%
+939.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.3% |
| 7D | -42.8% | -2.7% | -40.1% | -38.2% |
| 30D | -63.6% | +10.7% | -74.3% | -67.9% |
| 3M | -48.5% | +6.3% | -54.8% | -51.9% |
| 6M | -36.9% | +19.0% | -55.9% | -53.0% |
| YTD | +176.7% | +47.0% | +129.6% | +41.7% |
| 1Y | +266.3% | +53.4% | +212.8% | +73.8% |
| All | +1,000.7% | +61.5% | +939.1% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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