+1,341.2%
MU vs HL
+411.0%
+930.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +7.2% | +7.1% | +0.1% | +4.6% |
| 30D | +14.0% | +21.4% | -7.5% | +6.2% |
| 3M | +5.4% | +37.4% | -32.0% | -5.2% |
| 6M | +170.3% | +0.4% | +169.9% | +165.0% |
| YTD | +250.7% | +6.7% | +244.0% | +232.8% |
| 1Y | +662.1% | +102.4% | +559.7% | +508.3% |
| 3Y | +1,341.2% | +417.4% | +923.8% | +819.4% |
| All | +1,341.2% | +411.0% | +930.2% | +819.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling