+133.6%
GOOG vs HD
+7.1%
+126.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.0% |
| 7D | +1.1% | -1.2% | +2.2% | +1.6% |
| 30D | -5.1% | -11.1% | +6.1% | -0.3% |
| 3M | -7.1% | +2.0% | -9.1% | -8.3% |
| 6M | +12.7% | -10.5% | +23.1% | +17.4% |
| YTD | +7.1% | -6.9% | +13.9% | +9.4% |
| 1Y | +43.6% | -23.2% | +66.8% | +59.6% |
| 3Y | +146.8% | +3.1% | +143.7% | +127.8% |
| All | +133.6% | +7.1% | +126.5% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling