+728.8%
GOOGL vs HWM
+1,330.2%
-601.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | -1.9% | -8.0% | +6.2% | +0.1% |
| 30D | -7.5% | -18.0% | +10.6% | -2.8% |
| 3M | -9.2% | -9.5% | +0.3% | -7.3% |
| 6M | +8.1% | -8.4% | +16.4% | +9.7% |
| YTD | +5.8% | +13.6% | -7.8% | +1.1% |
| 1Y | +38.3% | +30.2% | +8.1% | +27.2% |
| 3Y | +144.8% | +392.2% | -247.5% | +54.8% |
| 5Y | +132.5% | +645.2% | -512.6% | +31.3% |
| All | +728.8% | +1,330.2% | -601.4% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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