+61.8%
MSFT vs HST
+83.0%
-21.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -2.4% | +3.6% | -6.0% | -3.5% |
| 30D | -3.8% | +9.9% | -13.7% | -6.6% |
| 3M | +6.4% | +12.9% | -6.5% | +2.3% |
| 6M | +28.8% | +22.9% | +5.9% | +19.3% |
| YTD | +8.8% | +52.4% | -43.6% | -7.0% |
| 1Y | +3.2% | +52.5% | -49.4% | -12.0% |
| 3Y | +44.8% | +87.4% | -42.6% | +11.0% |
| 5Y | +61.8% | +82.9% | -21.1% | +23.6% |
| All | +61.8% | +83.0% | -21.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling