+143.8%
GOOGL vs HBM
+506.5%
-362.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -1.9% | +5.5% | -7.4% | -2.7% |
| 30D | -7.5% | +3.3% | -10.7% | -8.1% |
| 3M | -9.2% | +12.7% | -21.8% | -11.5% |
| 6M | +8.1% | +28.2% | -20.1% | +2.0% |
| YTD | +5.8% | +45.3% | -39.5% | -3.2% |
| 1Y | +38.3% | +121.7% | -83.4% | +16.7% |
| All | +143.8% | +506.5% | -362.7% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling