+13,507.3%
GOOGL vs HST
+263.7%
+13,243.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | -6.6% | -12.3% | +5.7% | -3.2% |
| 3M | -8.9% | -6.4% | -2.6% | -7.4% |
| 6M | +11.9% | +15.0% | -3.1% | +7.5% |
| YTD | +8.3% | +30.5% | -22.2% | +0.3% |
| 1Y | +46.2% | +35.7% | +10.5% | +33.5% |
| 3Y | +151.9% | +68.4% | +83.5% | +114.5% |
| 5Y | +137.7% | +73.1% | +64.6% | +98.2% |
| 10Y | +757.6% | +92.7% | +664.8% | +547.8% |
| All | +13,507.3% | +263.7% | +13,243.6% | +7,020.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling