+1,151.5%
GOOG vs HLT
+641.9%
+509.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -2.5% | -2.6% | +0.1% | -1.5% |
| 30D | -3.6% | -2.6% | -1.0% | -2.7% |
| 3M | -6.4% | -9.4% | +3.0% | -2.9% |
| 6M | +7.8% | +2.7% | +5.0% | +6.3% |
| YTD | +5.5% | +6.8% | -1.3% | +2.2% |
| 1Y | +38.3% | +12.4% | +25.9% | +30.6% |
| 3Y | +143.1% | +100.2% | +42.9% | +79.9% |
| 5Y | +135.0% | +143.7% | -8.7% | +58.5% |
| 10Y | +778.1% | +584.9% | +193.2% | +294.0% |
| All | +1,151.5% | +641.9% | +509.6% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling