+146.8%
GOOG vs HWM
+385.3%
-238.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.7% | +10.7% | +2.7% |
| 7D | +1.1% | -9.2% | +10.2% | +3.3% |
| 30D | -5.1% | -17.9% | +12.8% | -0.5% |
| 3M | -7.1% | -6.0% | -1.0% | -6.3% |
| 6M | +12.7% | -7.4% | +20.0% | +13.7% |
| YTD | +7.1% | +13.1% | -6.0% | +2.4% |
| 1Y | +43.6% | +29.3% | +14.3% | +32.3% |
| 3Y | +146.8% | +389.9% | -243.2% | +71.2% |
| All | +146.8% | +385.3% | -238.6% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling