+144.8%
MS vs HLT
+149.2%
-4.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.5% |
| 7D | +2.5% | -2.4% | +4.9% | +3.8% |
| 30D | 0.0% | -4.1% | +4.0% | +2.1% |
| 3M | +2.4% | -10.6% | +13.0% | +8.6% |
| 6M | +36.4% | +2.0% | +34.3% | +33.9% |
| YTD | +23.8% | +6.1% | +17.7% | +18.7% |
| 1Y | +48.6% | +9.8% | +38.8% | +39.0% |
| 3Y | +179.1% | +99.0% | +80.1% | +89.7% |
| 5Y | +144.8% | +151.5% | -6.7% | +38.8% |
| All | +144.8% | +149.2% | -4.4% | +38.8% |
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 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