+73.9%
MSFT vs HLT
+142.1%
-68.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +27.2% | -10.4% | +37.6% | +32.4% |
| 6M | +22.9% | +3.2% | +19.7% | +19.8% |
| YTD | +3.1% | +6.7% | -3.6% | -1.3% |
| 1Y | -0.3% | +10.3% | -10.5% | -6.4% |
| 3Y | +50.1% | +99.3% | -49.2% | +4.8% |
| All | +73.9% | +142.1% | -68.2% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling