+915.1%
MSFT vs HBM
+281.1%
+634.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -1.3% | +2.2% | -3.5% | -1.6% |
| 30D | -1.8% | -11.8% | +10.0% | -0.3% |
| 3M | +5.6% | -19.2% | +24.8% | +8.2% |
| 6M | +29.8% | -22.9% | +52.7% | +32.6% |
| YTD | +9.0% | +7.8% | +1.2% | +5.0% |
| 1Y | +4.9% | +34.9% | -30.0% | -2.2% |
| 3Y | +46.2% | +422.2% | -376.0% | +7.9% |
| 5Y | +62.1% | +192.8% | -130.7% | +25.4% |
| All | +915.1% | +281.1% | +634.0% | +549.5% |
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