+44.5%
GOOG vs HD
-19.2%
+63.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.2% | -2.1% | -0.2% | -1.7% |
| 30D | -6.9% | -8.4% | +1.5% | -5.1% |
| 3M | -9.1% | +4.3% | -13.5% | -10.1% |
| 6M | +10.6% | -11.1% | +21.8% | +11.2% |
| YTD | +7.0% | -4.7% | +11.7% | +7.7% |
| 1Y | +44.5% | -19.8% | +64.3% | +45.3% |
| All | +44.5% | -19.2% | +63.7% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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