+13,507.3%
GOOGL vs HD
+1,423.0%
+12,084.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -2.3% | -2.1% | -0.2% | -1.3% |
| 30D | -6.6% | -8.4% | +1.9% | -2.6% |
| 3M | -8.9% | +4.3% | -13.3% | -11.2% |
| 6M | +11.9% | -11.1% | +23.0% | +17.7% |
| YTD | +8.3% | -4.7% | +13.0% | +9.8% |
| 1Y | +46.2% | -19.8% | +66.0% | +60.6% |
| 3Y | +151.9% | +4.1% | +147.8% | +136.5% |
| 5Y | +137.7% | +10.3% | +127.4% | +113.9% |
| 10Y | +757.6% | +203.2% | +554.4% | +353.5% |
| All | +13,507.3% | +1,423.0% | +12,084.3% | +2,880.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling