+950.8%
MU vs HAS
+212.5%
+738.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.2% |
| 7D | +12.8% | +1.4% | +11.4% | +12.4% |
| 30D | -14.9% | +26.3% | -41.1% | -21.8% |
| 3M | -18.0% | +25.6% | -43.6% | -24.7% |
| 6M | -3.1% | +30.3% | -33.4% | -13.2% |
| YTD | +172.9% | +50.4% | +122.5% | +124.6% |
| 1Y | +228.8% | +57.7% | +171.1% | +164.4% |
| 3Y | +950.8% | +213.4% | +737.5% | +555.9% |
| All | +950.8% | +212.5% | +738.3% | +555.9% |
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