+112.4%
MS vs HBM
+205.9%
-93.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.9% |
| 7D | -1.6% | -3.6% | +2.1% | -0.7% |
| 30D | -3.8% | -19.2% | +15.4% | +0.6% |
| 3M | -14.6% | -20.5% | +5.9% | -10.8% |
| 6M | -5.1% | -12.8% | +7.8% | -3.9% |
| YTD | +4.5% | +5.4% | -0.9% | -0.3% |
| 1Y | +13.5% | +33.0% | -19.4% | +2.6% |
| 3Y | +160.4% | +357.3% | -196.9% | +68.7% |
| All | +112.4% | +205.9% | -93.5% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling