+889.5%
MS vs HLT
+653.9%
+235.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.4% | -3.3% | +4.7% | +3.3% |
| 30D | -0.3% | -4.1% | +3.8% | +2.0% |
| 3M | +0.3% | -7.9% | +8.2% | +4.8% |
| 6M | +31.3% | +2.2% | +29.2% | +28.8% |
| YTD | +24.7% | +8.5% | +16.2% | +17.9% |
| 1Y | +47.9% | +12.1% | +35.8% | +36.4% |
| 3Y | +178.3% | +107.6% | +70.7% | +79.6% |
| 5Y | +144.9% | +156.4% | -11.5% | +35.3% |
| 10Y | +804.5% | +566.3% | +238.2% | +181.6% |
| All | +889.5% | +653.9% | +235.6% | +189.7% |
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