+1,346.4%
MU vs HBM
+392.2%
+954.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | +7.5% | +5.5% | +2.0% | +5.1% |
| 30D | +19.4% | +3.3% | +16.1% | +17.3% |
| 3M | +9.8% | +12.7% | -2.8% | +4.7% |
| 6M | +164.1% | +28.2% | +135.9% | +141.9% |
| YTD | +260.3% | +45.3% | +215.0% | +212.9% |
| 1Y | +661.2% | +121.7% | +539.5% | +475.4% |
| 3Y | +1,380.8% | +523.5% | +857.3% | +718.3% |
| 5Y | +1,346.4% | +393.9% | +952.5% | +739.6% |
| All | +1,346.4% | +392.2% | +954.1% | +739.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling