+106,206.6%
MU vs HL
+62.0%
+106,144.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.4% |
| 7D | +9.0% | +1.5% | +7.5% | +8.7% |
| 30D | +13.8% | +25.1% | -11.2% | +10.9% |
| 3M | +2.1% | +22.9% | -20.8% | 0.0% |
| 6M | +153.8% | -4.9% | +158.7% | +155.2% |
| YTD | +256.4% | +7.8% | +248.6% | +252.3% |
| 1Y | +719.8% | +133.9% | +585.9% | +648.5% |
| 3Y | +1,360.4% | +380.9% | +979.5% | +1,123.9% |
| 5Y | +1,312.4% | +230.2% | +1,082.2% | +1,098.9% |
| 10Y | +6,142.6% | +265.6% | +5,877.0% | +4,770.3% |
| All | +106,206.6% | +62.0% | +106,144.6% | +68,111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling