+3,971.9%
MU vs HST
+142.8%
+3,829.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.1% |
| 7D | -22.0% | -2.7% | -19.3% | -20.5% |
| 30D | -36.6% | +10.7% | -47.3% | -39.7% |
| 3M | -21.7% | +6.3% | -28.0% | -24.1% |
| 6M | +3.5% | +19.0% | -15.4% | -5.7% |
| YTD | +141.9% | +47.0% | +94.9% | +96.6% |
| 1Y | +189.8% | +53.4% | +136.4% | +130.3% |
| 3Y | +855.4% | +78.0% | +777.4% | +603.4% |
| 5Y | +869.2% | +71.7% | +797.5% | +609.8% |
| All | +3,971.9% | +142.8% | +3,829.1% | +2,761.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling