+5,731.6%
MU vs HLT
+590.2%
+5,141.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.1% | -1.6% | -2.5% | -3.0% |
| 30D | +7.0% | -5.0% | +12.0% | +10.4% |
| 3M | -2.1% | -10.4% | +8.3% | +4.6% |
| 6M | +133.1% | +3.2% | +129.8% | +124.5% |
| YTD | +241.9% | +6.7% | +235.2% | +221.4% |
| 1Y | +548.8% | +10.3% | +538.5% | +491.2% |
| 3Y | +1,308.2% | +99.3% | +1,208.9% | +769.5% |
| 5Y | +1,260.7% | +143.7% | +1,117.0% | +622.6% |
| All | +5,731.6% | +590.2% | +5,141.4% | +1,610.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling