+4,277.4%
MU vs HBM
+301.8%
+3,975.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.1% |
| 7D | -15.2% | +2.4% | -17.6% | -15.6% |
| 30D | -29.5% | -16.0% | -13.6% | -25.1% |
| 3M | -15.8% | -21.3% | +5.6% | -8.9% |
| 6M | -2.9% | -12.2% | +9.3% | +2.4% |
| YTD | +154.2% | +10.7% | +143.6% | +146.9% |
| 1Y | +186.6% | +30.3% | +156.3% | +164.9% |
| 3Y | +871.5% | +432.2% | +439.2% | +490.1% |
| 5Y | +911.7% | +218.8% | +692.9% | +560.3% |
| 10Y | +4,277.4% | +281.4% | +3,996.0% | +2,207.7% |
| All | +4,277.4% | +301.8% | +3,975.6% | +2,207.7% |
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