+750.9%
GOOGL vs HST
+97.7%
+653.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | +2.0% | -0.9% | +0.5% |
| 30D | -4.4% | -5.2% | +0.8% | -2.9% |
| 3M | -6.8% | -6.2% | -0.6% | -5.1% |
| 6M | +13.6% | +20.4% | -6.9% | +7.3% |
| YTD | +8.3% | +30.6% | -22.3% | -0.4% |
| 1Y | +44.9% | +37.4% | +7.6% | +30.9% |
| 3Y | +150.5% | +66.1% | +84.3% | +111.1% |
| 5Y | +137.7% | +73.7% | +64.0% | +95.9% |
| 10Y | +750.9% | +99.8% | +651.1% | +569.1% |
| All | +750.9% | +97.7% | +653.2% | +569.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling