+152.6%
GOOGL vs HST
+67.0%
+85.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -6.6% | -12.3% | +5.7% | -2.2% |
| 3M | -8.9% | -6.4% | -2.6% | -6.9% |
| 6M | +11.9% | +15.0% | -3.1% | +6.2% |
| YTD | +8.3% | +30.5% | -22.2% | -2.0% |
| 1Y | +46.2% | +35.7% | +10.5% | +29.9% |
| All | +152.6% | +67.0% | +85.6% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling