+49.1%
MSFT vs HLT
+99.0%
-49.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.5% | -2.6% | -0.9% | -2.7% |
| 30D | -2.1% | -2.6% | +0.6% | -1.4% |
| 3M | +24.2% | -9.4% | +33.6% | +27.6% |
| 6M | +21.9% | +2.7% | +19.1% | +19.1% |
| YTD | +2.5% | +6.8% | -4.3% | -1.6% |
| 1Y | -0.8% | +12.4% | -13.1% | -7.1% |
| All | +49.1% | +99.0% | -49.9% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling