+13,164.2%
GOOG vs HL
+294.7%
+12,869.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | -7.7% | +18.8% | -26.5% | -9.4% |
| 3M | -9.3% | +43.7% | -53.0% | -13.0% |
| 6M | +7.4% | -1.0% | +8.5% | +6.5% |
| YTD | +4.9% | +8.7% | -3.9% | +2.0% |
| 1Y | +37.2% | +105.0% | -67.8% | +24.1% |
| 3Y | +141.6% | +427.3% | -285.7% | +92.9% |
| 5Y | +128.8% | +249.3% | -120.5% | +85.5% |
| 10Y | +772.7% | +284.2% | +488.6% | +537.8% |
| All | +13,164.2% | +294.7% | +12,869.5% | +6,621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling