+868.6%
MSFT vs HST
+97.7%
+770.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -1.4% | +2.0% | -3.4% | -1.9% |
| 30D | -1.0% | -5.2% | +4.2% | +0.3% |
| 3M | +20.2% | -6.2% | +26.4% | +21.7% |
| 6M | +21.3% | +20.4% | +0.8% | +14.5% |
| YTD | +2.8% | +30.6% | -27.8% | -5.3% |
| 1Y | 0.0% | +37.4% | -37.4% | -9.5% |
| 3Y | +51.2% | +66.1% | -14.9% | +28.1% |
| 5Y | +71.4% | +73.7% | -2.3% | +42.5% |
| 10Y | +868.6% | +99.8% | +768.8% | +664.8% |
| All | +868.6% | +97.7% | +770.9% | +664.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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