+1,315.7%
MU vs HST
+74.0%
+1,241.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +9.0% | -1.0% | +10.0% | +9.7% |
| 30D | +13.8% | -12.3% | +26.1% | +23.4% |
| 3M | +2.1% | -6.4% | +8.4% | +5.6% |
| 6M | +153.8% | +15.0% | +138.8% | +130.2% |
| YTD | +256.4% | +30.5% | +225.9% | +196.8% |
| 1Y | +719.8% | +35.7% | +684.1% | +563.0% |
| 3Y | +1,360.4% | +68.4% | +1,292.0% | +921.9% |
| All | +1,315.7% | +74.0% | +1,241.7% | +847.9% |
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