+746.1%
GOOG vs HWM
+1,330.2%
-584.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.6% | -8.0% | +6.5% | +0.4% |
| 30D | -7.7% | -18.0% | +10.4% | -3.0% |
| 3M | -9.3% | -9.5% | +0.2% | -7.4% |
| 6M | +7.4% | -8.4% | +15.8% | +9.1% |
| YTD | +4.9% | +13.6% | -8.8% | +0.2% |
| 1Y | +37.2% | +30.2% | +7.0% | +26.2% |
| 3Y | +141.6% | +392.2% | -250.6% | +53.1% |
| 5Y | +128.8% | +645.2% | -516.4% | +29.5% |
| All | +746.1% | +1,330.2% | -584.2% | +286.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling