+3,235.8%
GOOGL vs HBM
+456.2%
+2,779.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +3.9% | +2.2% | +1.6% | +3.5% |
| 30D | -14.9% | -11.8% | -3.1% | -13.6% |
| 3M | -14.6% | -19.2% | +4.7% | -12.4% |
| 6M | -26.4% | -22.9% | -3.6% | -24.8% |
| YTD | -5.3% | +7.8% | -13.1% | -8.4% |
| 1Y | +6.5% | +34.9% | -28.5% | -0.3% |
| 3Y | +126.0% | +422.2% | -296.2% | +72.0% |
| 5Y | +100.8% | +192.8% | -92.0% | +59.2% |
| 10Y | +673.8% | +281.1% | +392.6% | +430.8% |
| All | +3,235.8% | +456.2% | +2,779.6% | +1,812.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling