+123.4%
GOOGL vs HWM
+348.7%
-225.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.1% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | -18.1% | -3.9% | -14.1% | -17.5% |
| 3M | -18.6% | -23.2% | +4.6% | -13.6% |
| 6M | -28.0% | -20.0% | -8.0% | -24.7% |
| YTD | -7.8% | +5.7% | -13.5% | -10.6% |
| 1Y | +3.6% | +4.9% | -1.3% | +0.6% |
| 3Y | +123.4% | +347.0% | -223.6% | +68.1% |
| All | +123.4% | +348.7% | -225.4% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling