+870.5%
MSFT vs HIG
+314.3%
+556.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -2.7% | -2.8% | +0.2% | -1.9% |
| 3M | +22.1% | +6.3% | +15.8% | +19.9% |
| 6M | +20.6% | -0.1% | +20.7% | +20.2% |
| YTD | +2.3% | +0.4% | +1.9% | +1.6% |
| 1Y | -0.5% | +6.2% | -6.8% | -2.9% |
| 3Y | +50.5% | +101.6% | -51.1% | +20.5% |
| 5Y | +72.3% | +119.8% | -47.5% | +33.3% |
| All | +870.5% | +314.3% | +556.3% | +549.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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