+3,700.3%
GOOG vs HBM
+654.4%
+3,046.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | -0.8% |
| 7D | +1.1% | +7.4% | -6.3% | +0.1% |
| 30D | -5.1% | +5.1% | -10.1% | -5.8% |
| 3M | -7.1% | +11.1% | -18.2% | -9.0% |
| 6M | +12.7% | +30.2% | -17.6% | +7.2% |
| YTD | +7.1% | +46.2% | -39.1% | -0.4% |
| 1Y | +43.6% | +120.0% | -76.4% | +25.7% |
| 3Y | +146.8% | +527.4% | -380.7% | +82.8% |
| 5Y | +133.7% | +400.4% | -266.7% | +72.1% |
| 10Y | +773.3% | +621.5% | +151.8% | +452.2% |
| All | +3,700.3% | +654.4% | +3,046.0% | +1,988.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling