+3,717.3%
GOOGL vs HBM
+613.3%
+3,103.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.3% | -6.4% | +4.1% | -1.4% |
| 30D | -6.6% | +5.9% | -12.5% | -7.4% |
| 3M | -8.9% | -8.9% | 0.0% | -8.5% |
| 6M | +11.9% | +10.7% | +1.2% | +8.8% |
| YTD | +8.3% | +38.3% | -29.9% | +1.6% |
| 1Y | +46.2% | +121.3% | -75.1% | +28.0% |
| 3Y | +151.9% | +450.6% | -298.7% | +90.2% |
| 5Y | +137.7% | +338.0% | -200.3% | +78.5% |
| 10Y | +757.6% | +578.6% | +178.9% | +449.1% |
| All | +3,717.3% | +613.3% | +3,103.9% | +2,021.9% |
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 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