+4,609.2%
MU vs HL
+129.4%
+4,479.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +12.1% |
| 7D | +2.0% | -5.6% | +7.6% | +3.4% |
| 30D | -18.0% | -16.2% | -1.8% | -15.0% |
| 3M | -6.6% | -20.5% | +13.9% | -2.5% |
| 6M | +2.0% | -31.7% | +33.7% | +10.0% |
| YTD | +184.5% | -26.4% | +210.8% | +199.1% |
| 1Y | +236.9% | -4.3% | +241.2% | +236.5% |
| 3Y | +987.0% | +276.9% | +710.1% | +729.2% |
| 5Y | +1,014.6% | +124.1% | +890.6% | +784.2% |
| 10Y | +4,609.2% | +144.6% | +4,464.6% | +2,899.7% |
| All | +4,609.2% | +129.4% | +4,479.8% | +2,899.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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