+137.7%
GOOGL vs HD
+8.2%
+129.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | +1.1% | -1.2% | +2.2% | +1.5% |
| 30D | -4.4% | -11.1% | +6.7% | +0.3% |
| 3M | -6.8% | +2.0% | -8.8% | -8.0% |
| 6M | +13.6% | -10.5% | +24.0% | +18.3% |
| YTD | +8.3% | -6.9% | +15.2% | +10.6% |
| 1Y | +44.9% | -23.2% | +68.1% | +60.9% |
| 3Y | +150.5% | +3.1% | +147.4% | +131.6% |
| 5Y | +137.7% | +7.4% | +130.3% | +104.5% |
| All | +137.7% | +8.2% | +129.5% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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