+72.3%
MSFT vs HL
+246.5%
-174.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | +22.1% | +43.7% | -21.6% | +17.9% |
| 6M | +20.6% | -1.0% | +21.6% | +19.5% |
| YTD | +2.3% | +8.7% | -6.4% | -0.1% |
| 1Y | -0.5% | +105.0% | -105.5% | -9.1% |
| 3Y | +50.5% | +427.3% | -376.8% | +20.6% |
| 5Y | +72.3% | +249.3% | -177.0% | +36.5% |
| All | +72.3% | +246.5% | -174.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling