+872.1%
MSFT vs HL
+278.2%
+593.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +0.5% |
| 7D | -3.5% | -5.6% | +2.1% | -3.0% |
| 30D | -2.1% | +12.7% | -14.8% | -3.3% |
| 3M | +24.2% | +42.5% | -18.4% | +19.9% |
| 6M | +21.9% | -9.0% | +30.9% | +21.7% |
| YTD | +2.5% | +4.4% | -1.9% | +0.4% |
| 1Y | -0.8% | +82.7% | -83.4% | -8.1% |
| 3Y | +50.8% | +406.3% | -355.5% | +23.3% |
| 5Y | +73.5% | +238.2% | -164.6% | +43.7% |
| All | +872.1% | +278.2% | +593.9% | +639.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling