+872.1%
MSFT vs HBM
+622.7%
+249.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +1.1% |
| 7D | -3.5% | -3.7% | +0.3% | -3.1% |
| 30D | -2.1% | -3.7% | +1.6% | -1.8% |
| 3M | +24.2% | +8.0% | +16.2% | +21.9% |
| 6M | +21.9% | +15.8% | +6.1% | +17.5% |
| YTD | +2.5% | +34.4% | -31.9% | -3.8% |
| 1Y | -0.8% | +98.2% | -98.9% | -12.3% |
| 3Y | +50.8% | +476.6% | -425.8% | +10.5% |
| 5Y | +73.5% | +331.1% | -257.6% | +27.8% |
| All | +872.1% | +622.7% | +249.4% | +494.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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