+141,733.1%
MSFT vs HST
+1,511.7%
+140,221.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +6.4% | +6.3% | +0.1% | +4.7% |
| 6M | +28.7% | +19.0% | +9.7% | +22.8% |
| YTD | +10.4% | +47.0% | -36.6% | -0.2% |
| 1Y | +7.6% | +53.4% | -45.8% | -3.8% |
| 3Y | +52.3% | +78.0% | -25.7% | +29.9% |
| 5Y | +64.5% | +71.7% | -7.2% | +39.7% |
| 10Y | +917.8% | +146.2% | +771.6% | +645.4% |
| All | +141,733.1% | +1,511.7% | +140,221.3% | +44,241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling