+622.3%
GOOGL vs HWM
+1,230.5%
-608.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.1% |
| 7D | +3.3% | +1.6% | +1.7% | +2.7% |
| 30D | -18.1% | -3.9% | -14.1% | -17.7% |
| 3M | -18.6% | -23.2% | +4.6% | -13.6% |
| 6M | -28.0% | -20.0% | -8.0% | -24.6% |
| YTD | -7.8% | +5.7% | -13.5% | -10.8% |
| 1Y | +3.6% | +4.9% | -1.3% | +0.4% |
| 3Y | +123.4% | +347.0% | -223.6% | +44.1% |
| 5Y | +95.3% | +563.0% | -467.7% | +13.0% |
| 10Y | +622.2% | +1,579.2% | -957.0% | +234.1% |
| All | +622.3% | +1,230.5% | -608.2% | +233.5% |
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