+13,444.1%
GOOG vs HST
+263.7%
+13,180.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -6.8% | -12.3% | +5.4% | -3.5% |
| 3M | -9.1% | -6.4% | -2.7% | -7.5% |
| 6M | +10.7% | +15.0% | -4.3% | +6.3% |
| YTD | +7.1% | +30.5% | -23.4% | -0.9% |
| 1Y | +44.6% | +35.7% | +9.0% | +32.1% |
| 3Y | +147.4% | +68.4% | +79.1% | +110.7% |
| 5Y | +133.8% | +73.1% | +60.7% | +95.0% |
| 10Y | +777.5% | +92.7% | +684.8% | +563.1% |
| All | +13,444.1% | +263.7% | +13,180.4% | +6,987.8% |
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