+780.7%
GOOG vs HD
+211.5%
+569.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | 0.0% | -3.8% | +3.9% | +2.0% |
| 30D | -2.0% | -9.4% | +7.5% | +2.9% |
| 3M | -5.9% | -4.6% | -1.3% | -4.1% |
| 6M | +8.9% | -10.1% | +19.0% | +13.9% |
| YTD | +7.1% | -8.3% | +15.4% | +10.6% |
| 1Y | +39.7% | -25.0% | +64.7% | +59.1% |
| 3Y | +145.8% | +1.5% | +144.3% | +130.9% |
| 5Y | +138.6% | +5.6% | +133.0% | +115.5% |
| All | +780.7% | +211.5% | +569.2% | +397.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling