+11,349.2%
GOOGL vs HD
+1,529.4%
+9,819.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.7% |
| 7D | +1.8% | +4.3% | -2.6% | -0.4% |
| 30D | -18.8% | +20.2% | -38.9% | -26.2% |
| 3M | -20.3% | -1.0% | -19.3% | -20.7% |
| 6M | -28.4% | +7.9% | -36.3% | -31.9% |
| YTD | -8.8% | +2.0% | -10.8% | -11.3% |
| 1Y | +0.3% | -4.3% | +4.6% | +0.3% |
| 3Y | +120.7% | +25.9% | +94.8% | +86.8% |
| 5Y | +93.1% | +5.8% | +87.3% | +76.4% |
| 10Y | +636.1% | +262.5% | +373.6% | +254.4% |
| All | +11,349.2% | +1,529.4% | +9,819.8% | +2,308.5% |
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 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