-0.8%
MSFT vs HL
+95.3%
-96.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +0.4% |
| 7D | -3.5% | -5.6% | +2.1% | -3.2% |
| 30D | -2.1% | +12.7% | -14.8% | -2.9% |
| 3M | +24.2% | +42.5% | -18.4% | +21.2% |
| 6M | +21.9% | -9.0% | +30.9% | +21.1% |
| YTD | +2.5% | +4.4% | -1.9% | +0.7% |
| 1Y | -0.8% | +82.7% | -83.4% | -6.1% |
| All | -0.8% | +95.3% | -96.1% | -6.1% |
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