+121.0%
GOOG vs HST
+87.2%
+33.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.0% | +3.6% | -0.5% | +1.8% |
| 30D | -14.9% | +11.2% | -26.1% | -18.1% |
| 3M | -14.9% | +13.1% | -28.0% | -18.6% |
| 6M | -26.6% | +23.9% | -50.5% | -32.1% |
| YTD | -6.6% | +52.3% | -58.9% | -19.9% |
| 1Y | +5.1% | +56.7% | -51.6% | -11.0% |
| 3Y | +121.0% | +87.5% | +33.4% | +80.7% |
| All | +121.0% | +87.2% | +33.8% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling