+236.9%
MU vs HST
+54.6%
+182.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.2% |
| 7D | +2.0% | -1.3% | +3.3% | +3.3% |
| 30D | -18.0% | +13.4% | -31.3% | -22.4% |
| 3M | -6.6% | +16.7% | -23.3% | -13.3% |
| 6M | +2.0% | +24.0% | -22.0% | -11.5% |
| YTD | +184.5% | +54.0% | +130.5% | +117.0% |
| 1Y | +236.9% | +55.0% | +181.8% | +154.4% |
| All | +236.9% | +54.6% | +182.3% | +154.4% |
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