+133,470.8%
MSFT vs HST
+1,330.6%
+132,140.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +2.7% | -12.3% | +15.0% | +5.8% |
| 3M | +17.0% | -6.4% | +23.3% | +18.4% |
| 6M | +23.8% | +15.0% | +8.8% | +19.0% |
| YTD | +4.0% | +30.5% | -26.5% | -3.2% |
| 1Y | -0.8% | +35.7% | -36.5% | -8.9% |
| 3Y | +55.6% | +68.4% | -12.8% | +34.3% |
| 5Y | +72.9% | +73.1% | -0.2% | +46.5% |
| 10Y | +875.8% | +92.7% | +783.1% | +656.9% |
| All | +133,470.8% | +1,330.6% | +132,140.2% | +42,875.0% |
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