+847.8%
MU vs HST
+71.5%
+776.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.1% |
| 7D | -22.0% | -2.7% | -19.3% | -20.2% |
| 30D | -36.6% | +10.7% | -47.3% | -40.3% |
| 3M | -21.7% | +6.3% | -28.0% | -24.5% |
| 6M | +3.5% | +19.0% | -15.4% | -7.9% |
| YTD | +141.9% | +47.0% | +94.9% | +86.9% |
| 1Y | +189.8% | +53.4% | +136.4% | +117.7% |
| 3Y | +855.4% | +78.0% | +777.4% | +545.4% |
| All | +847.8% | +71.5% | +776.4% | +501.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling