+124.8%
MS vs HLT
+161.2%
-36.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | +0.8% | +4.4% | -3.6% | -1.5% |
| 30D | -0.7% | +16.3% | -17.0% | -8.6% |
| 3M | -12.4% | +22.2% | -34.5% | -21.7% |
| 6M | -1.7% | +20.0% | -21.7% | -11.6% |
| YTD | +8.0% | +32.4% | -24.3% | -8.5% |
| 1Y | +16.2% | +38.6% | -22.4% | -4.3% |
| 3Y | +171.3% | +136.4% | +34.9% | +65.6% |
| 5Y | +124.8% | +162.8% | -38.0% | +27.3% |
| All | +124.8% | +161.2% | -36.4% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling