+39.7%
GOOG vs HBM
+97.2%
-57.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | 0.0% | -3.3% | +3.3% | +0.4% |
| 30D | -2.0% | -4.8% | +2.9% | -1.6% |
| 3M | -5.9% | -0.4% | -5.4% | -6.4% |
| 6M | +8.9% | +17.9% | -9.0% | +4.4% |
| YTD | +7.1% | +33.7% | -26.6% | +0.3% |
| 1Y | +39.7% | +95.6% | -55.9% | +27.3% |
| All | +39.7% | +97.2% | -57.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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