+37.2%
GOOG vs HST
+37.9%
-0.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -7.7% | -2.8% | -4.9% | -7.0% |
| 3M | -9.3% | -6.5% | -2.8% | -7.8% |
| 6M | +7.4% | +20.7% | -13.3% | +3.5% |
| YTD | +4.9% | +30.5% | -25.6% | -0.4% |
| 1Y | +37.2% | +36.8% | +0.4% | +27.6% |
| All | +37.2% | +37.9% | -0.7% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling