+195.5%
AMGN vs HLT
+590.2%
-394.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -13.7% | -1.6% | -12.1% | -13.4% |
| 30D | -8.8% | -5.0% | -3.8% | -7.9% |
| 3M | +7.2% | -10.4% | +17.6% | +9.3% |
| 6M | +1.3% | +3.2% | -2.0% | +0.5% |
| YTD | +17.6% | +6.7% | +10.9% | +16.0% |
| 1Y | +37.2% | +10.3% | +26.9% | +34.3% |
| 3Y | +57.7% | +99.3% | -41.6% | +38.0% |
| 5Y | +106.3% | +143.7% | -37.4% | +70.7% |
| All | +195.5% | +590.2% | -394.7% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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