+1,263.7%
MU vs HLT
+145.1%
+1,118.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.7% |
| 7D | +2.0% | -2.6% | +4.6% | +3.7% |
| 30D | +12.5% | -2.6% | +15.2% | +14.2% |
| 3M | +9.6% | -9.4% | +19.0% | +16.3% |
| 6M | +142.6% | +2.7% | +139.9% | +133.5% |
| YTD | +242.7% | +6.8% | +235.9% | +220.1% |
| 1Y | +599.3% | +12.4% | +586.9% | +524.0% |
| 3Y | +1,308.3% | +100.2% | +1,208.1% | +744.3% |
| 5Y | +1,263.7% | +143.7% | +1,120.0% | +640.7% |
| All | +1,263.7% | +145.1% | +1,118.6% | +640.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling