+5.7%
MSFT vs HST
+47.4%
-41.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | -2.7% | +4.4% | +1.8% |
| 30D | +0.2% | +10.7% | -10.5% | +1.4% |
| 3M | +6.4% | +6.3% | +0.1% | +7.1% |
| 6M | +28.7% | +19.0% | +9.7% | +28.2% |
| YTD | +10.4% | +47.0% | -36.6% | +11.3% |
| All | +5.7% | +47.4% | -41.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling