+4,407.5%
MU vs HD
+241.0%
+4,166.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +12.8% | +1.5% | +11.3% | +11.8% |
| 30D | -14.9% | +18.0% | -32.9% | -24.4% |
| 3M | -18.0% | +2.8% | -20.8% | -20.7% |
| 6M | -3.1% | +17.0% | -20.1% | -15.5% |
| YTD | +172.9% | +3.5% | +169.4% | +155.5% |
| 1Y | +228.8% | -2.6% | +231.4% | +220.2% |
| 3Y | +950.8% | +30.7% | +920.1% | +699.4% |
| 5Y | +931.3% | +6.2% | +925.0% | +797.3% |
| All | +4,407.5% | +241.0% | +4,166.5% | +1,626.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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