+780.7%
GOOG vs HDB
+42.1%
+738.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.9% | -5.3% | -0.6% |
| 7D | 0.0% | +0.7% | -0.6% | -0.3% |
| 30D | -2.0% | +1.0% | -3.0% | -2.4% |
| 3M | -5.9% | -2.0% | -3.9% | -5.8% |
| 6M | +8.9% | -18.1% | +27.0% | +15.1% |
| YTD | +7.1% | -36.1% | +43.2% | +22.2% |
| 1Y | +39.7% | -34.0% | +73.7% | +57.5% |
| 3Y | +145.8% | -26.7% | +172.5% | +162.0% |
| 5Y | +138.6% | -33.9% | +172.5% | +158.5% |
| All | +780.7% | +42.1% | +738.6% | +662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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