+44.9%
GOOGL vs HST
+36.9%
+8.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.0% |
| 3M | -6.8% | -6.2% | -0.6% | -5.2% |
| 6M | +13.6% | +20.4% | -6.9% | +9.4% |
| YTD | +8.3% | +30.6% | -22.3% | +2.8% |
| 1Y | +44.9% | +37.4% | +7.6% | +34.6% |
| All | +44.9% | +36.9% | +8.1% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling