+1,509.7%
MSFT vs HLT
+637.7%
+872.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.4% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | -1.0% | -4.1% | +3.1% | +0.4% |
| 3M | +20.2% | -10.6% | +30.8% | +24.8% |
| 6M | +21.3% | +2.0% | +19.2% | +19.3% |
| YTD | +2.8% | +6.1% | -3.4% | -0.7% |
| 1Y | 0.0% | +9.8% | -9.9% | -5.1% |
| 3Y | +51.2% | +99.0% | -47.8% | +13.3% |
| 5Y | +71.4% | +151.5% | -80.0% | +16.2% |
| 10Y | +868.6% | +561.1% | +307.5% | +342.2% |
| All | +1,509.7% | +637.7% | +872.0% | +608.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling