+841.0%
MSFT vs HWM
+1,494.1%
-653.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | +2.7% | -11.0% | +13.7% | +5.3% |
| 3M | +17.0% | +4.0% | +12.9% | +15.4% |
| 6M | +23.8% | -0.2% | +24.0% | +22.7% |
| YTD | +4.0% | +26.7% | -22.7% | -3.0% |
| 1Y | -0.8% | +44.7% | -45.5% | -10.6% |
| 3Y | +55.6% | +426.1% | -370.5% | +1.0% |
| 5Y | +72.9% | +738.5% | -665.6% | +0.1% |
| All | +841.0% | +1,494.1% | -653.0% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling