+136.0%
GOOG vs HBM
+327.6%
-191.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -2.0% | -4.8% | +2.9% | -1.5% |
| 3M | -5.9% | -0.4% | -5.4% | -6.5% |
| 6M | +8.9% | +17.9% | -9.0% | +4.2% |
| YTD | +7.1% | +33.7% | -26.6% | -0.5% |
| 1Y | +39.7% | +95.6% | -55.9% | +21.2% |
| 3Y | +145.8% | +458.1% | -312.3% | +74.8% |
| All | +136.0% | +327.6% | -191.6% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling