+228.8%
MU vs HST
+53.2%
+175.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +12.8% | +3.6% | +9.2% | +10.3% |
| 30D | -14.9% | +11.2% | -26.1% | -18.5% |
| 3M | -18.0% | +13.1% | -31.1% | -22.4% |
| 6M | -3.1% | +23.9% | -27.0% | -15.6% |
| YTD | +172.9% | +52.3% | +120.6% | +112.8% |
| 1Y | +228.8% | +56.7% | +172.2% | +151.0% |
| All | +228.8% | +53.2% | +175.7% | +151.0% |
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