+41.2%
GOOGL vs HBM
+97.2%
-56.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | 0.0% | -3.3% | +3.3% | +0.3% |
| 30D | -1.4% | -4.8% | +3.4% | -1.0% |
| 3M | -5.3% | -0.4% | -4.9% | -5.8% |
| 6M | +9.8% | +17.9% | -8.1% | +5.1% |
| YTD | +8.4% | +33.7% | -25.4% | +1.2% |
| 1Y | +41.2% | +95.6% | -54.4% | +27.6% |
| All | +41.2% | +97.2% | -56.0% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling