+740.7%
GOOGL vs HBM
+622.7%
+118.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.1% | +1.8% |
| 7D | -2.8% | -3.7% | +0.9% | -2.3% |
| 30D | -3.2% | -3.7% | +0.5% | -2.9% |
| 3M | -6.6% | +8.0% | -14.6% | -8.5% |
| 6M | +8.5% | +15.8% | -7.3% | +4.2% |
| YTD | +6.5% | +34.4% | -27.9% | -0.9% |
| 1Y | +39.4% | +98.2% | -58.7% | +21.3% |
| 3Y | +146.2% | +476.6% | -330.4% | +75.3% |
| 5Y | +138.3% | +331.1% | -192.8% | +70.4% |
| All | +740.7% | +622.7% | +118.0% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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