+810.2%
MS vs HBM
+556.8%
+253.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.4% | -6.4% | +7.7% | +2.9% |
| 30D | -0.3% | +5.9% | -6.2% | -1.8% |
| 3M | +0.3% | -8.9% | +9.2% | +1.3% |
| 6M | +31.3% | +10.7% | +20.7% | +25.5% |
| YTD | +24.7% | +38.3% | -13.6% | +11.6% |
| 1Y | +47.9% | +121.3% | -73.4% | +17.3% |
| 3Y | +178.3% | +450.6% | -272.2% | +68.8% |
| 5Y | +144.9% | +338.0% | -193.1% | +47.1% |
| All | +810.2% | +556.8% | +253.5% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling