+11,639.4%
GOOG vs HD
+1,566.6%
+10,072.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.2% | -1.2% | +2.3% | +1.7% |
| 30D | -16.7% | +20.9% | -37.6% | -24.5% |
| 3M | -15.2% | -0.2% | -15.0% | -15.8% |
| 6M | -24.8% | +14.5% | -39.3% | -30.5% |
| YTD | -7.2% | +4.3% | -11.5% | -10.7% |
| 1Y | -0.1% | -3.5% | +3.3% | -0.5% |
| 3Y | +118.8% | +30.1% | +88.7% | +82.2% |
| 5Y | +99.9% | +8.5% | +91.5% | +80.5% |
| 10Y | +678.2% | +245.3% | +432.9% | +283.9% |
| All | +11,639.4% | +1,566.6% | +10,072.8% | +2,342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling