-57.4%
MUZ vs HBM
-17.7%
-39.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | 0.0% | -23.8% | -24.0% |
| 7D | -17.7% | -1.3% | -16.4% | -15.3% |
| 30D | +14.5% | -14.8% | +29.3% | -2.0% |
| 3M | -25.7% | -20.7% | -5.0% | -41.0% |
| All | -57.4% | -17.7% | -39.7% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · Available span rolling