+1,146.6%
GOOGL vs HLT
+643.8%
+502.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | -7.5% | -1.2% | -6.2% | -7.1% |
| 3M | -9.2% | -10.3% | +1.2% | -5.3% |
| 6M | +8.1% | +1.3% | +6.8% | +7.2% |
| YTD | +5.8% | +7.0% | -1.2% | +2.4% |
| 1Y | +38.3% | +11.9% | +26.5% | +30.9% |
| 3Y | +144.8% | +100.7% | +44.1% | +80.7% |
| 5Y | +132.5% | +147.5% | -15.0% | +55.6% |
| 10Y | +746.7% | +586.5% | +160.2% | +278.0% |
| All | +1,146.6% | +643.8% | +502.9% | +451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling