+236.9%
MU vs HL
-6.8%
+243.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +12.4% |
| 7D | +2.0% | -5.6% | +7.6% | +4.8% |
| 30D | -18.0% | -16.2% | -1.8% | -11.4% |
| 3M | -6.6% | -20.5% | +13.9% | +2.1% |
| 6M | +2.0% | -31.7% | +33.7% | +15.3% |
| YTD | +184.5% | -26.4% | +210.8% | +201.8% |
| 1Y | +236.9% | -4.3% | +241.2% | +213.3% |
| All | +236.9% | -6.8% | +243.7% | +213.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling