-0.3%
MSFT vs HIG
+5.5%
-5.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | -0.8% | -1.5% | +0.6% | -0.9% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | +27.2% | +6.7% | +20.5% | +27.3% |
| 6M | +22.9% | +2.0% | +20.9% | +22.5% |
| YTD | +3.1% | +0.3% | +2.8% | +3.1% |
| 1Y | -0.3% | +4.2% | -4.5% | +1.1% |
| All | -0.3% | +5.5% | -5.8% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling