+149.6%
GOOGL vs HL
+391.6%
-242.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | 0.0% | -4.4% | +4.4% | +0.4% |
| 30D | -1.4% | +9.3% | -10.7% | -2.4% |
| 3M | -5.3% | +32.0% | -37.3% | -8.1% |
| 6M | +9.8% | -6.4% | +16.2% | +9.5% |
| YTD | +8.4% | +3.1% | +5.2% | +5.9% |
| 1Y | +41.2% | +77.6% | -36.4% | +29.4% |
| 3Y | +149.6% | +392.8% | -243.2% | +104.3% |
| All | +149.6% | +391.6% | -242.0% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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