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  • MU vs HBM✓SelectedUSD · HBMMU vs HBM performance historyLatest closeAs of+2.75%09/09
Stock and ETF performance explorer

MU vs HBM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,169.9%
HBM return
+625.8%
Excess return
+5,544.1%
Maximum drawdown
-57.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioHBMExcessAlpha
1D+2.8%-0.6%+3.4%+3.0%
7D+7.5%+5.5%+2.0%+5.5%
30D+19.4%+3.3%+16.1%+17.7%
3M+9.8%+12.7%-2.8%+5.8%
6M+164.1%+28.2%+135.9%+145.5%
YTD+260.3%+45.3%+215.0%+219.5%
1Y+661.2%+121.7%+539.5%+496.0%
3Y+1,380.8%+523.5%+857.3%+747.6%
5Y+1,346.4%+393.9%+952.5%+724.3%
10Y+6,169.9%+647.9%+5,522.0%+2,718.3%
All+6,169.9%+625.8%+5,544.1%+2,718.3%

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 · 6 months rolling