+911.7%
MU vs HST
+82.0%
+829.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.8% |
| 7D | -15.2% | +0.6% | -15.8% | -15.1% |
| 30D | -29.5% | +14.5% | -44.0% | -35.1% |
| 3M | -15.8% | +15.4% | -31.2% | -23.0% |
| 6M | -2.9% | +22.0% | -24.9% | -15.1% |
| YTD | +154.2% | +54.9% | +99.4% | +90.0% |
| 1Y | +186.6% | +54.0% | +132.6% | +114.8% |
| 3Y | +871.5% | +90.4% | +781.0% | +529.4% |
| 5Y | +911.7% | +84.2% | +827.5% | +516.1% |
| All | +911.7% | +82.0% | +829.7% | +516.1% |
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