+556.2%
MS vs HLT
+712.4%
-156.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +0.9% | +15.1% | -14.2% | -7.0% |
| 3M | -10.8% | +19.8% | -30.7% | -19.9% |
| 6M | +0.9% | +19.6% | -18.7% | -9.5% |
| YTD | +9.8% | +31.4% | -21.6% | -7.2% |
| 1Y | +17.1% | +38.0% | -20.9% | -4.1% |
| 3Y | +175.7% | +134.7% | +41.0% | +65.0% |
| 5Y | +125.9% | +166.2% | -40.3% | +22.1% |
| 10Y | +556.2% | +705.6% | -149.4% | +108.8% |
| All | +556.2% | +712.4% | -156.3% | +108.8% |
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