+72.3%
MSFT vs HBM
+392.2%
-319.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -1.0% | +5.5% | -6.6% | -1.7% |
| 30D | -2.7% | +3.3% | -6.0% | -3.2% |
| 3M | +22.1% | +12.7% | +9.5% | +19.6% |
| 6M | +20.6% | +28.2% | -7.6% | +15.2% |
| YTD | +2.3% | +45.3% | -43.0% | -4.5% |
| 1Y | -0.5% | +121.7% | -122.3% | -13.0% |
| 3Y | +50.5% | +523.5% | -473.0% | +8.5% |
| 5Y | +72.3% | +393.9% | -321.6% | +28.0% |
| All | +72.3% | +392.2% | -319.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling