+548.8%
MU vs HLT
+12.2%
+536.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | +7.0% | -5.0% | +12.0% | +7.7% |
| 3M | -2.1% | -10.4% | +8.3% | -0.6% |
| 6M | +133.1% | +3.2% | +129.8% | +127.3% |
| YTD | +241.9% | +6.7% | +235.2% | +231.0% |
| 1Y | +548.8% | +10.3% | +538.5% | +512.1% |
| All | +548.8% | +12.2% | +536.6% | +512.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling