+773.9%
MS vs HLT
+590.3%
+183.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.1% | -2.6% | +0.5% | -0.6% |
| 30D | -1.1% | -2.6% | +1.5% | +0.3% |
| 3M | +3.5% | -9.4% | +12.9% | +9.2% |
| 6M | +33.7% | +2.7% | +31.0% | +30.7% |
| YTD | +21.8% | +6.8% | +15.0% | +16.1% |
| 1Y | +41.1% | +12.4% | +28.8% | +29.8% |
| 3Y | +174.5% | +100.2% | +74.4% | +80.0% |
| 5Y | +140.7% | +143.7% | -3.1% | +35.9% |
| All | +773.9% | +590.3% | +183.6% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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