+661.2%
MU vs HL
+108.3%
+552.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.8% | +1.9% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +19.4% | +18.8% | +0.5% | +9.7% |
| 3M | +9.8% | +43.7% | -33.9% | -6.7% |
| 6M | +164.1% | -1.0% | +165.2% | +153.2% |
| YTD | +260.3% | +8.7% | +251.6% | +227.2% |
| 1Y | +661.2% | +105.0% | +556.2% | +468.1% |
| All | +661.2% | +108.3% | +552.9% | +468.1% |
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