+808.8%
MU vs HAS
+182.9%
+625.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.7% | -15.8% | -16.9% |
| 7D | -29.7% | 0.0% | -29.7% | -29.7% |
| 30D | -37.2% | +31.3% | -68.5% | -43.3% |
| 3M | -26.5% | +32.1% | -58.6% | -33.9% |
| 6M | +2.6% | +28.1% | -25.6% | -7.7% |
| YTD | +130.1% | +49.1% | +81.1% | +90.0% |
| 1Y | +176.7% | +60.5% | +116.2% | +120.5% |
| All | +808.8% | +182.9% | +625.9% | +477.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling