+142.1%
GOOG vs HBM
+460.9%
-318.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.1% | +1.8% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | -3.6% | -3.7% | 0.0% | -3.3% |
| 3M | -6.4% | +8.0% | -14.4% | -8.3% |
| 6M | +7.8% | +15.8% | -8.0% | +3.2% |
| YTD | +5.5% | +34.4% | -28.9% | -2.4% |
| 1Y | +38.3% | +98.2% | -59.9% | +18.6% |
| All | +142.1% | +460.9% | -318.7% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling