+763.9%
GOOG vs HWM
+1,494.1%
-730.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | -6.8% | -11.0% | +4.2% | -4.1% |
| 3M | -9.1% | +4.0% | -13.1% | -10.4% |
| 6M | +10.7% | -0.2% | +10.9% | +10.1% |
| YTD | +7.1% | +26.7% | -19.6% | -0.4% |
| 1Y | +44.6% | +44.7% | -0.1% | +29.6% |
| 3Y | +147.4% | +426.1% | -278.7% | +54.4% |
| 5Y | +133.8% | +738.5% | -604.7% | +28.6% |
| All | +763.9% | +1,494.1% | -730.2% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling