+119.5%
GOOG vs HWM
+355.2%
-235.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.5% |
| 7D | +1.2% | +5.0% | -3.8% | +0.1% |
| 30D | -16.7% | +1.5% | -18.2% | -17.2% |
| 3M | -15.2% | -20.3% | +5.1% | -10.8% |
| 6M | -24.8% | -18.0% | -6.7% | -21.6% |
| YTD | -7.2% | +9.5% | -16.7% | -10.7% |
| 1Y | -0.1% | +7.5% | -7.6% | -3.5% |
| All | +119.5% | +355.2% | -235.7% | +65.8% |
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