+938.2%
MU vs HST
+82.3%
+856.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +12.8% | +3.6% | +9.2% | +10.2% |
| 30D | -14.9% | +11.2% | -26.1% | -20.1% |
| 3M | -18.0% | +13.1% | -31.1% | -24.2% |
| 6M | -3.1% | +23.9% | -27.0% | -16.1% |
| YTD | +172.9% | +52.3% | +120.6% | +106.1% |
| 1Y | +228.8% | +56.7% | +172.2% | +143.4% |
| 3Y | +950.8% | +87.5% | +863.3% | +587.3% |
| All | +938.2% | +82.3% | +856.0% | +537.8% |
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 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