+11,349.2%
GOOGL vs HST
+309.8%
+11,039.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.8% | -2.7% | +4.5% | +2.5% |
| 30D | -18.8% | +10.7% | -29.5% | -21.1% |
| 3M | -20.3% | +6.3% | -26.6% | -21.8% |
| 6M | -28.4% | +19.0% | -47.3% | -31.9% |
| YTD | -8.8% | +47.0% | -55.9% | -18.5% |
| 1Y | +0.3% | +53.4% | -53.2% | -11.5% |
| 3Y | +120.7% | +78.0% | +42.7% | +84.9% |
| 5Y | +93.1% | +71.7% | +21.5% | +61.1% |
| 10Y | +636.1% | +146.2% | +489.9% | +419.8% |
| All | +11,349.2% | +309.8% | +11,039.4% | +5,687.3% |
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