+855.4%
MU vs HST
+77.0%
+778.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.2% |
| 7D | -22.0% | -2.7% | -19.3% | -19.8% |
| 30D | -36.6% | +10.7% | -47.3% | -40.8% |
| 3M | -21.7% | +6.3% | -28.0% | -24.9% |
| 6M | +3.5% | +19.0% | -15.4% | -10.2% |
| YTD | +141.9% | +47.0% | +94.9% | +76.4% |
| 1Y | +189.8% | +53.4% | +136.4% | +103.7% |
| 3Y | +855.4% | +78.0% | +777.4% | +468.7% |
| All | +855.4% | +77.0% | +778.3% | +468.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling