+46.2%
MSFT vs HL
+247.8%
-201.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | -1.3% | -11.1% | +9.9% | -0.4% |
| 30D | -1.8% | -12.1% | +10.2% | -1.0% |
| 3M | +5.6% | -26.1% | +31.7% | +7.4% |
| 6M | +29.8% | -37.7% | +67.6% | +32.7% |
| YTD | +9.0% | -31.7% | +40.7% | +10.0% |
| 1Y | +4.9% | -11.6% | +16.6% | +4.1% |
| 3Y | +46.2% | +249.6% | -203.4% | +29.7% |
| All | +46.2% | +247.8% | -201.6% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling