+751.2%
GOOG vs HWM
+1,301.3%
-550.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -2.5% | -12.5% | +10.0% | +0.8% |
| 30D | -3.6% | -19.0% | +15.4% | +1.5% |
| 3M | -6.4% | -8.6% | +2.2% | -4.8% |
| 6M | +7.8% | -10.2% | +17.9% | +10.0% |
| YTD | +5.5% | +11.3% | -5.8% | +1.3% |
| 1Y | +38.3% | +24.3% | +14.0% | +28.8% |
| 3Y | +143.1% | +382.3% | -239.2% | +54.9% |
| 5Y | +135.0% | +640.6% | -505.6% | +33.3% |
| All | +751.2% | +1,301.3% | -550.0% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HWM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling