+189.8%
MU vs HST
+51.4%
+138.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +4.5% |
| 7D | -12.0% | -1.1% | -10.9% | -10.7% |
| 30D | -28.7% | +11.6% | -40.4% | -32.0% |
| 3M | -16.4% | +9.5% | -26.0% | -19.5% |
| 6M | -1.8% | +18.9% | -20.7% | -12.9% |
| YTD | +157.1% | +51.0% | +106.1% | +95.9% |
| All | +189.8% | +51.4% | +138.4% | +120.8% |
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