+855.4%
MU vs HIG
+89.3%
+766.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +4.5% |
| 7D | -22.0% | +1.1% | -23.1% | -21.7% |
| 30D | -36.6% | +5.6% | -42.1% | -35.6% |
| 3M | -21.7% | -6.9% | -14.8% | -22.3% |
| 6M | +3.5% | +1.3% | +2.3% | +4.4% |
| YTD | +141.9% | -1.5% | +143.4% | +144.6% |
| 1Y | +189.8% | +6.6% | +183.2% | +186.8% |
| 3Y | +855.4% | +91.2% | +764.2% | +750.4% |
| All | +855.4% | +89.3% | +766.1% | +750.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling