+159.7%
GILD vs HBM
+619.2%
-459.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -3.3% | -1.5% | -4.7% |
| 30D | +5.8% | -4.8% | +10.6% | +6.0% |
| 3M | +14.9% | -0.4% | +15.4% | +14.7% |
| 6M | -0.4% | +17.9% | -18.2% | -1.8% |
| YTD | +18.5% | +33.7% | -15.2% | +15.7% |
| 1Y | +25.1% | +95.6% | -70.5% | +19.4% |
| 3Y | +105.9% | +458.1% | -352.2% | +82.6% |
| 5Y | +143.0% | +329.0% | -186.0% | +114.7% |
| All | +159.7% | +619.2% | -459.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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