+4,525.2%
MU vs HLT
+653.9%
+3,871.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.8% |
| 7D | +9.0% | -3.3% | +12.3% | +11.3% |
| 30D | +13.8% | -4.1% | +17.9% | +16.7% |
| 3M | +2.1% | -7.9% | +10.0% | +7.0% |
| 6M | +153.8% | +2.2% | +151.7% | +146.3% |
| YTD | +256.4% | +8.5% | +247.9% | +231.3% |
| 1Y | +719.8% | +12.1% | +707.6% | +637.7% |
| 3Y | +1,360.4% | +107.6% | +1,252.8% | +773.4% |
| 5Y | +1,312.4% | +156.4% | +1,156.1% | +619.5% |
| 10Y | +6,142.6% | +566.3% | +5,576.3% | +1,485.2% |
| All | +4,525.2% | +653.9% | +3,871.2% | +973.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling