+14,804.2%
MSFT vs HIG
+1,002.1%
+13,802.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +2.7% | -3.2% | +5.9% | +3.3% |
| 3M | +17.0% | +9.1% | +7.8% | +15.1% |
| 6M | +23.8% | -1.8% | +25.6% | +23.9% |
| YTD | +4.0% | +1.8% | +2.2% | +3.3% |
| 1Y | -0.8% | +4.6% | -5.4% | -2.0% |
| 3Y | +55.6% | +101.6% | -46.0% | +36.5% |
| 5Y | +72.9% | +124.5% | -51.6% | +48.3% |
| 10Y | +875.8% | +317.8% | +558.0% | +631.8% |
| All | +14,804.2% | +1,002.1% | +13,802.1% | +6,075.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling