+265.1%
MU vs HST
+76.4%
+188.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.3% | -8.3% | -7.6% |
| 7D | -19.1% | +3.3% | -22.4% | -20.4% |
| 30D | -25.2% | +16.4% | -41.6% | -30.6% |
| 3M | -10.9% | +5.5% | -16.4% | -13.1% |
| 6M | +38.0% | +31.1% | +6.9% | +16.9% |
| YTD | +178.8% | +55.9% | +122.9% | +116.2% |
| 1Y | +265.1% | +75.6% | +189.5% | +162.4% |
| All | +265.1% | +76.4% | +188.8% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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