+772.7%
GOOG vs HST
+101.1%
+671.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -7.7% | -2.8% | -4.9% | -6.9% |
| 3M | -9.3% | -6.5% | -2.8% | -7.6% |
| 6M | +7.4% | +20.7% | -13.3% | +1.4% |
| YTD | +4.9% | +30.5% | -25.6% | -3.5% |
| 1Y | +37.2% | +36.8% | +0.4% | +24.2% |
| 3Y | +141.6% | +65.9% | +75.7% | +103.8% |
| 5Y | +128.8% | +73.9% | +54.8% | +88.7% |
| 10Y | +772.7% | +107.0% | +665.7% | +586.2% |
| All | +772.7% | +101.1% | +671.7% | +586.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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