+808.8%
MU vs HST
+77.1%
+731.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.7% | -11.8% | -13.1% |
| 7D | -29.7% | -4.2% | -25.6% | -26.9% |
| 30D | -37.2% | +9.6% | -46.8% | -41.0% |
| 3M | -26.5% | -1.1% | -25.4% | -25.7% |
| 6M | +2.6% | +21.1% | -18.5% | -12.2% |
| YTD | +130.1% | +47.1% | +83.1% | +67.7% |
| 1Y | +176.7% | +64.0% | +112.7% | +83.6% |
| All | +808.8% | +77.1% | +731.7% | +440.8% |
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 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