+140.1%
GOOGL vs HLT
+142.1%
-2.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | 0.0% | -1.6% | +1.6% | +0.7% |
| 30D | -1.4% | -5.0% | +3.6% | +0.9% |
| 3M | -5.3% | -10.4% | +5.1% | -0.6% |
| 6M | +9.8% | +3.2% | +6.5% | +7.7% |
| YTD | +8.4% | +6.7% | +1.6% | +4.3% |
| 1Y | +41.2% | +10.3% | +30.9% | +33.1% |
| 3Y | +149.6% | +99.3% | +50.2% | +72.2% |
| All | +140.1% | +142.1% | -2.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 5y: compounded portfolio wealth divided by compounded HLT 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…
5y analysis · Full analysis span regression · 6 months rolling