+46.2%
MSFT vs HWM
+348.7%
-302.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -1.3% | +7.3% | -8.6% | -2.4% |
| 30D | -1.8% | +1.6% | -3.4% | -2.3% |
| 3M | +5.6% | -21.9% | +27.5% | +9.8% |
| 6M | +29.8% | -19.0% | +48.9% | +33.7% |
| YTD | +9.0% | +7.9% | +1.1% | +4.4% |
| 1Y | +4.9% | +9.9% | -5.0% | 0.0% |
| 3Y | +46.2% | +342.1% | -295.9% | +6.4% |
| All | +46.2% | +348.7% | -302.5% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling