+780.7%
GOOG vs HLT
+590.2%
+190.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | -1.6% | +1.6% | +0.7% |
| 30D | -2.0% | -5.0% | +3.1% | +0.1% |
| 3M | -5.9% | -10.4% | +4.5% | -1.7% |
| 6M | +8.9% | +3.2% | +5.7% | +7.1% |
| YTD | +7.1% | +6.7% | +0.4% | +3.6% |
| 1Y | +39.7% | +10.3% | +29.4% | +32.7% |
| 3Y | +145.8% | +99.3% | +46.5% | +79.5% |
| 5Y | +138.6% | +143.7% | -5.1% | +57.6% |
| All | +780.7% | +590.2% | +190.5% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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