+132.5%
GOOGL vs HBM
+392.2%
-259.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| YTD | +5.8% | +45.3% | -39.5% | -2.8% |
| 1Y | +38.3% | +121.7% | -83.4% | +17.8% |
| 3Y | +144.8% | +523.5% | -378.8% | +71.6% |
| 5Y | +132.5% | +393.9% | -261.4% | +67.9% |
| All | +132.5% | +392.2% | -259.7% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling