+11,715.7%
GOOG vs HD
+1,554.1%
+10,161.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.0% | +1.5% | +1.5% | +2.3% |
| 30D | -14.9% | +18.0% | -32.9% | -22.0% |
| 3M | -14.9% | +2.8% | -17.7% | -16.7% |
| 6M | -26.6% | +17.0% | -43.6% | -32.9% |
| YTD | -6.6% | +3.5% | -10.1% | -9.8% |
| 1Y | +5.1% | -2.6% | +7.7% | +4.2% |
| 3Y | +121.0% | +30.7% | +90.2% | +83.4% |
| 5Y | +97.3% | +6.2% | +91.1% | +80.0% |
| 10Y | +683.2% | +242.7% | +440.5% | +287.7% |
| All | +11,715.7% | +1,554.1% | +10,161.6% | +2,366.9% |
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