+13,444.1%
GOOG vs HD
+1,423.0%
+12,021.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.5% |
| 7D | -2.1% | -2.1% | -0.1% | -1.2% |
| 30D | -6.8% | -8.4% | +1.6% | -2.9% |
| 3M | -9.1% | +4.3% | -13.4% | -11.4% |
| 6M | +10.7% | -11.1% | +21.8% | +16.4% |
| YTD | +7.1% | -4.7% | +11.7% | +8.5% |
| 1Y | +44.6% | -19.8% | +64.4% | +58.8% |
| 3Y | +147.4% | +4.1% | +143.3% | +132.3% |
| 5Y | +133.8% | +10.3% | +123.5% | +110.5% |
| 10Y | +777.5% | +203.2% | +574.4% | +364.0% |
| All | +13,444.1% | +1,423.0% | +12,021.1% | +2,866.8% |
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