+1,384.0%
MU vs HLT
+99.5%
+1,284.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.2% |
| 7D | +7.5% | -1.5% | +8.9% | +8.5% |
| 30D | +19.4% | -1.2% | +20.6% | +19.9% |
| 3M | +9.8% | -10.3% | +20.2% | +17.3% |
| 6M | +164.1% | +1.3% | +162.9% | +154.9% |
| YTD | +260.3% | +7.0% | +253.3% | +231.7% |
| 1Y | +661.2% | +11.9% | +649.3% | +569.3% |
| All | +1,384.0% | +99.5% | +1,284.5% | +792.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling