+3,749.0%
MSFT vs HBM
+471.0%
+3,278.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.7% |
| 7D | +2.3% | +2.4% | 0.0% | +2.0% |
| 30D | -0.4% | -16.0% | +15.6% | +1.8% |
| 3M | +5.6% | -21.3% | +26.9% | +8.4% |
| 6M | +29.0% | -12.2% | +41.2% | +29.4% |
| YTD | +10.9% | +10.7% | +0.3% | +6.8% |
| 1Y | +6.2% | +30.3% | -24.1% | -0.1% |
| 3Y | +47.6% | +432.2% | -384.6% | +11.4% |
| 5Y | +67.9% | +218.8% | -150.9% | +31.1% |
| 10Y | +922.9% | +281.4% | +641.5% | +586.7% |
| All | +3,749.0% | +471.0% | +3,278.0% | +1,956.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling