+45.4%
MSFT vs HST
+89.2%
-43.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -6.2% | -1.3% | -5.0% | -6.0% |
| 30D | -3.7% | +13.4% | -17.1% | -6.2% |
| 3M | +3.6% | +16.7% | -13.1% | +0.3% |
| 6M | +26.8% | +24.0% | +2.8% | +19.8% |
| YTD | +8.4% | +54.0% | -45.5% | -3.9% |
| 1Y | +3.3% | +55.0% | -51.7% | -8.8% |
| All | +45.4% | +89.2% | -43.8% | +23.6% |
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