+44.6%
GOOG vs HL
+134.7%
-90.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | -6.8% | +25.1% | -31.9% | -8.3% |
| 3M | -9.1% | +22.9% | -32.0% | -10.5% |
| 6M | +10.7% | -4.9% | +15.6% | +10.1% |
| YTD | +7.1% | +7.8% | -0.8% | +4.7% |
| 1Y | +44.6% | +133.9% | -89.3% | +33.4% |
| All | +44.6% | +134.7% | -90.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling