+878.4%
MSFT vs HLT
+590.2%
+288.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | +0.8% | -5.0% | +5.9% | +2.7% |
| 3M | +27.2% | -10.4% | +37.6% | +32.0% |
| 6M | +22.9% | +3.2% | +19.7% | +20.3% |
| YTD | +3.1% | +6.7% | -3.6% | -0.7% |
| 1Y | -0.3% | +10.3% | -10.5% | -5.5% |
| 3Y | +50.1% | +99.3% | -49.2% | +11.5% |
| 5Y | +74.6% | +143.7% | -69.0% | +18.5% |
| All | +878.4% | +590.2% | +288.2% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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