+620.4%
GOOGL vs HWM
+1,247.7%
-627.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +2.6% | -1.8% | +4.4% | +3.0% |
| 30D | -18.3% | -2.7% | -15.6% | -18.1% |
| 3M | -19.6% | -22.7% | +3.2% | -14.8% |
| 6M | -28.2% | -18.9% | -9.3% | -25.1% |
| YTD | -8.0% | +7.1% | -15.1% | -11.3% |
| 1Y | -0.7% | +4.7% | -5.3% | -3.7% |
| 3Y | +118.8% | +345.6% | -226.8% | +41.3% |
| 5Y | +98.9% | +588.3% | -489.4% | +14.0% |
| 10Y | +643.6% | +1,516.2% | -872.6% | +242.3% |
| All | +620.4% | +1,247.7% | -627.4% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling