+6,028.8%
MU vs HAS
+56.4%
+5,972.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.3% |
| 7D | +9.0% | -1.8% | +10.8% | +9.8% |
| 30D | +13.8% | +2.3% | +11.6% | +12.6% |
| 3M | +2.1% | +10.4% | -8.3% | -2.5% |
| 6M | +153.8% | -3.2% | +157.0% | +153.3% |
| YTD | +256.4% | +15.4% | +241.0% | +227.1% |
| 1Y | +719.8% | +18.8% | +701.0% | +642.7% |
| 3Y | +1,360.4% | +43.9% | +1,316.4% | +1,082.7% |
| 5Y | +1,312.4% | +13.9% | +1,298.5% | +1,152.2% |
| All | +6,028.8% | +56.4% | +5,972.4% | +4,751.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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 · 6 months rolling