+2.6%
MU vs HST
+22.9%
-20.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.7% | -11.8% | -13.5% |
| 7D | -29.7% | -4.2% | -25.6% | -26.8% |
| 30D | -37.2% | +9.6% | -46.8% | -38.3% |
| 3M | -26.5% | -1.1% | -25.4% | -23.7% |
| 6M | +2.6% | +21.1% | -18.5% | -23.9% |
| All | +2.6% | +22.9% | -20.3% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling