+84,752.4%
MU vs HL
+10.6%
+84,741.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +12.0% |
| 7D | +2.0% | -5.6% | +7.6% | +2.7% |
| 30D | -18.0% | -16.2% | -1.8% | -16.5% |
| 3M | -6.6% | -20.5% | +13.9% | -4.5% |
| 6M | +2.0% | -31.7% | +33.7% | +6.3% |
| YTD | +184.5% | -26.4% | +210.8% | +192.7% |
| 1Y | +236.9% | -4.3% | +241.2% | +237.2% |
| 3Y | +987.0% | +276.9% | +710.1% | +838.8% |
| 5Y | +1,014.6% | +124.1% | +890.6% | +886.7% |
| 10Y | +4,609.2% | +144.6% | +4,464.6% | +3,740.2% |
| All | +84,752.4% | +10.6% | +84,741.8% | +56,574.9% |
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