+128.8%
GOOG vs HST
+75.9%
+52.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.4% |
| 30D | -7.7% | -2.8% | -4.9% | -6.7% |
| 3M | -9.3% | -6.5% | -2.8% | -7.1% |
| 6M | +7.4% | +20.7% | -13.3% | -0.4% |
| YTD | +4.9% | +30.5% | -25.6% | -6.0% |
| 1Y | +37.2% | +36.8% | +0.4% | +20.3% |
| 3Y | +141.6% | +65.9% | +75.7% | +90.8% |
| 5Y | +128.8% | +73.9% | +54.8% | +76.0% |
| All | +128.8% | +75.9% | +52.9% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling