+11,715.7%
GOOG vs HST
+324.4%
+11,391.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.0% | +3.6% | -0.5% | +2.0% |
| 30D | -14.9% | +11.2% | -26.1% | -17.5% |
| 3M | -14.9% | +13.1% | -28.0% | -17.9% |
| 6M | -26.6% | +23.9% | -50.5% | -31.1% |
| YTD | -6.6% | +52.3% | -58.9% | -17.3% |
| 1Y | +5.1% | +56.7% | -51.6% | -7.8% |
| 3Y | +121.0% | +87.5% | +33.4% | +82.5% |
| 5Y | +97.3% | +82.8% | +14.5% | +61.7% |
| 10Y | +683.2% | +134.6% | +548.7% | +460.2% |
| All | +11,715.7% | +324.4% | +11,391.3% | +5,813.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling