+906.2%
MU vs HBM
+424.7%
+481.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.0% | -2.7% | +1.4% |
| 7D | -12.0% | +5.0% | -17.1% | -14.0% |
| 30D | -28.7% | -12.7% | -16.0% | -23.2% |
| 3M | -16.4% | -17.4% | +1.0% | -8.2% |
| 6M | -1.8% | -8.9% | +7.1% | +3.5% |
| YTD | +157.1% | +14.9% | +142.2% | +137.6% |
| 1Y | +208.5% | +41.4% | +167.1% | +157.9% |
| 3Y | +906.2% | +462.1% | +444.0% | +418.9% |
| All | +906.2% | +424.7% | +481.4% | +418.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling