+6,169.9%
MU vs HIG
+314.4%
+5,855.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +7.5% | -0.5% | +8.0% | +7.7% |
| 30D | +19.4% | -2.8% | +22.2% | +20.4% |
| 3M | +9.8% | +6.3% | +3.5% | +5.9% |
| 6M | +164.1% | -0.1% | +164.2% | +158.6% |
| YTD | +260.3% | +0.4% | +259.9% | +250.7% |
| 1Y | +661.2% | +6.2% | +654.9% | +617.9% |
| 3Y | +1,380.8% | +101.6% | +1,279.2% | +914.1% |
| 5Y | +1,346.4% | +119.8% | +1,226.5% | +849.0% |
| 10Y | +6,169.9% | +311.7% | +5,858.2% | +2,929.3% |
| All | +6,169.9% | +314.4% | +5,855.6% | +2,929.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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