+4.9%
MSFT vs HBM
+25.3%
-20.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.4% |
| 30D | -1.8% | -11.8% | +10.0% | -1.2% |
| 3M | +5.6% | -19.2% | +24.8% | +6.5% |
| 6M | +29.8% | -22.9% | +52.7% | +31.3% |
| YTD | +9.0% | +7.8% | +1.2% | +9.2% |
| 1Y | +4.9% | +34.9% | -30.0% | +5.0% |
| All | +4.9% | +25.3% | -20.3% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling