+13,444.1%
GOOG vs HDB
+1,892.1%
+11,552.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.1% | +0.4% | -2.6% | -2.3% |
| 30D | -6.8% | -2.8% | -4.0% | -6.0% |
| 3M | -9.1% | -3.5% | -5.5% | -8.5% |
| 6M | +10.7% | -24.7% | +35.4% | +19.8% |
| YTD | +7.1% | -36.6% | +43.6% | +21.8% |
| 1Y | +44.6% | -34.4% | +79.0% | +62.6% |
| 3Y | +147.4% | -24.4% | +171.8% | +161.0% |
| 5Y | +133.8% | -35.4% | +169.2% | +155.8% |
| 10Y | +777.5% | +39.5% | +738.0% | +628.0% |
| All | +13,444.1% | +1,892.1% | +11,552.0% | +6,849.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling