+73.5%
MSFT vs HST
+74.0%
-0.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +2.7% | -12.3% | +15.0% | +6.8% |
| 3M | +17.0% | -6.4% | +23.3% | +18.7% |
| 6M | +23.8% | +15.0% | +8.8% | +16.7% |
| YTD | +4.0% | +30.5% | -26.5% | -6.5% |
| 1Y | -0.8% | +35.7% | -36.5% | -12.4% |
| 3Y | +55.6% | +68.4% | -12.8% | +23.0% |
| All | +73.5% | +74.0% | -0.5% | +36.7% |
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