+137.7%
GOOGL vs HWM
+655.8%
-518.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.7% | +10.7% | +3.6% |
| 7D | +1.1% | -9.2% | +10.2% | +4.1% |
| 30D | -4.4% | -17.9% | +13.4% | +1.7% |
| 3M | -6.8% | -6.0% | -0.8% | -5.8% |
| 6M | +13.6% | -7.4% | +20.9% | +15.0% |
| YTD | +8.3% | +13.1% | -4.8% | +1.7% |
| 1Y | +44.9% | +29.3% | +15.6% | +29.2% |
| 3Y | +150.5% | +389.9% | -239.5% | +25.0% |
| 5Y | +137.7% | +655.5% | -517.8% | -3.5% |
| All | +137.7% | +655.8% | -518.1% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling