+830.2%
MSFT vs HWM
+1,323.5%
-493.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.7% | +9.5% | +1.3% |
| 7D | -1.4% | -9.2% | +7.8% | +0.6% |
| 30D | -1.0% | -17.9% | +16.8% | +3.2% |
| 3M | +20.2% | -6.0% | +26.2% | +21.2% |
| 6M | +21.3% | -7.4% | +28.6% | +22.0% |
| YTD | +2.8% | +13.1% | -10.3% | -1.7% |
| 1Y | 0.0% | +29.3% | -29.3% | -7.7% |
| 3Y | +51.2% | +389.9% | -338.7% | -0.4% |
| 5Y | +71.4% | +655.5% | -584.1% | +1.5% |
| All | +830.2% | +1,323.5% | -493.3% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling