+52.3%
MSFT vs HST
+77.0%
-24.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | -2.7% | +4.4% | +2.3% |
| 30D | +0.2% | +10.7% | -10.5% | -1.9% |
| 3M | +6.4% | +6.3% | +0.1% | +5.0% |
| 6M | +28.7% | +19.0% | +9.7% | +22.7% |
| YTD | +10.4% | +47.0% | -36.6% | -1.1% |
| 1Y | +7.6% | +53.4% | -45.8% | -5.0% |
| 3Y | +52.3% | +78.0% | -25.7% | +31.8% |
| All | +52.3% | +77.0% | -24.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling