+48.9%
MSFT vs HL
+418.2%
-369.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -2.7% | +18.8% | -21.5% | -3.7% |
| 3M | +22.1% | +43.7% | -21.6% | +19.2% |
| 6M | +20.6% | -1.0% | +21.6% | +19.7% |
| YTD | +2.3% | +8.7% | -6.4% | +0.6% |
| 1Y | -0.5% | +105.0% | -105.5% | -6.1% |
| All | +48.9% | +418.2% | -369.3% | +32.6% |
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