+6,169.9%
MU vs HL
+254.2%
+5,915.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.8% | +2.4% |
| 7D | +7.5% | +0.4% | +7.1% | +7.4% |
| 30D | +19.4% | +18.8% | +0.5% | +14.8% |
| 3M | +9.8% | +43.7% | -33.9% | +2.0% |
| 6M | +164.1% | -1.0% | +165.2% | +163.4% |
| YTD | +260.3% | +8.7% | +251.6% | +249.9% |
| 1Y | +661.2% | +105.0% | +556.2% | +556.0% |
| 3Y | +1,380.8% | +427.3% | +953.6% | +951.8% |
| 5Y | +1,346.4% | +249.3% | +1,097.1% | +952.0% |
| 10Y | +6,169.9% | +284.2% | +5,885.8% | +3,579.6% |
| All | +6,169.9% | +254.2% | +5,915.7% | +3,579.6% |
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