+920.4%
MSFT vs HWM
+1,636.6%
-716.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.3% | +1.6% |
| 7D | +7.5% | +1.6% | +5.9% | +7.0% |
| 30D | +1.9% | -3.9% | +5.8% | +2.4% |
| 3M | +9.2% | -23.2% | +32.5% | +15.2% |
| 6M | +31.9% | -20.0% | +51.8% | +37.2% |
| YTD | +13.4% | +5.7% | +7.7% | +9.6% |
| 1Y | +10.6% | +4.9% | +5.8% | +7.0% |
| 3Y | +54.7% | +347.0% | -292.3% | +3.6% |
| 5Y | +69.1% | +563.0% | -493.9% | +2.5% |
| 10Y | +920.4% | +1,579.2% | -658.8% | +411.6% |
| All | +920.4% | +1,636.6% | -716.2% | +411.6% |
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