+145.2%
GOOGL vs HIG
+101.8%
+43.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.8% | -2.3% | -0.5% | -2.8% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | -6.6% | +6.3% | -12.9% | -6.7% |
| 6M | +8.5% | +0.6% | +7.9% | +8.4% |
| YTD | +6.5% | +0.6% | +5.9% | +6.4% |
| 1Y | +39.4% | +6.1% | +33.3% | +39.3% |
| All | +145.2% | +101.8% | +43.5% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling