+755.5%
MS vs HLT
+804.2%
-48.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +2.7% |
| 7D | +0.7% | +2.3% | -1.6% | -0.5% |
| 30D | -0.9% | +14.3% | -15.2% | -8.2% |
| 3M | -13.0% | +17.6% | -30.6% | -20.9% |
| 6M | -2.0% | +17.9% | -19.9% | -11.3% |
| YTD | +7.8% | +30.1% | -22.3% | -8.3% |
| 1Y | +17.9% | +36.8% | -19.0% | -2.8% |
| 3Y | +174.8% | +137.6% | +37.2% | +64.1% |
| 5Y | +119.9% | +154.9% | -35.1% | +22.5% |
| 10Y | +578.8% | +701.1% | -122.3% | +89.9% |
| All | +755.5% | +804.2% | -48.7% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling