+4,609.2%
MU vs HST
+143.8%
+4,465.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.2% |
| 7D | +2.0% | -1.3% | +3.3% | +3.2% |
| 30D | -18.0% | +13.4% | -31.3% | -23.0% |
| 3M | -6.6% | +16.7% | -23.3% | -13.8% |
| 6M | +2.0% | +24.0% | -22.0% | -9.2% |
| YTD | +184.5% | +54.0% | +130.5% | +125.6% |
| 1Y | +236.9% | +55.0% | +181.8% | +166.0% |
| 3Y | +987.0% | +89.3% | +897.6% | +675.1% |
| 5Y | +1,014.6% | +85.4% | +929.2% | +685.5% |
| 10Y | +4,609.2% | +137.1% | +4,472.1% | +3,042.3% |
| All | +4,609.2% | +143.8% | +4,465.4% | +3,042.3% |
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