+1,319.3%
MU vs HIG
+122.5%
+1,196.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | +7.2% | -1.1% | +8.2% | +7.4% |
| 30D | +14.0% | -4.9% | +18.9% | +15.4% |
| 3M | +5.4% | +6.8% | -1.4% | +2.1% |
| 6M | +170.3% | -1.7% | +172.0% | +168.0% |
| YTD | +250.7% | -0.2% | +250.9% | +244.2% |
| 1Y | +662.1% | +5.7% | +656.4% | +622.0% |
| 3Y | +1,341.2% | +100.3% | +1,240.9% | +788.8% |
| 5Y | +1,319.3% | +118.5% | +1,200.9% | +699.4% |
| All | +1,319.3% | +122.5% | +1,196.8% | +699.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling