0.0%
MSFT vs HWM
+30.1%
-30.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.7% | +9.5% | -0.9% |
| 7D | -1.4% | -9.2% | +7.8% | -1.2% |
| 30D | -1.0% | -17.9% | +16.8% | -0.8% |
| 3M | +20.2% | -6.0% | +26.2% | +20.4% |
| 6M | +21.3% | -7.4% | +28.6% | +21.1% |
| YTD | +2.8% | +13.1% | -10.3% | +0.1% |
| 1Y | 0.0% | +29.3% | -29.3% | -4.5% |
| All | 0.0% | +30.1% | -30.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling