+13,503.3%
GOOGL vs HL
+287.4%
+13,215.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.1% |
| 7D | +1.1% | +7.1% | -6.0% | +0.3% |
| 30D | -4.4% | +21.4% | -25.9% | -6.5% |
| 3M | -6.8% | +37.4% | -44.2% | -10.2% |
| 6M | +13.6% | +0.4% | +13.2% | +12.4% |
| YTD | +8.3% | +6.7% | +1.6% | +5.6% |
| 1Y | +44.9% | +102.4% | -57.4% | +31.3% |
| 3Y | +150.5% | +417.4% | -267.0% | +100.4% |
| 5Y | +137.7% | +243.3% | -105.6% | +93.2% |
| 10Y | +750.9% | +242.6% | +508.4% | +529.4% |
| All | +13,503.3% | +287.4% | +13,215.9% | +6,813.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling