-0.8%
MSFT vs HL
+134.7%
-135.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.9% |
| 7D | -2.7% | +1.5% | -4.2% | -2.8% |
| 30D | +2.7% | +25.1% | -22.4% | +1.3% |
| 3M | +17.0% | +22.9% | -5.9% | +15.0% |
| 6M | +23.8% | -4.9% | +28.7% | +22.8% |
| YTD | +4.0% | +7.8% | -3.9% | +2.0% |
| 1Y | -0.8% | +133.9% | -134.7% | -7.3% |
| All | -0.8% | +134.7% | -135.5% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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