+37.4%
GILD vs HLT
+13.1%
+24.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +3.7% | -3.3% | +7.0% | +4.1% |
| 30D | +14.6% | -4.1% | +18.7% | +15.2% |
| 3M | +17.7% | -7.9% | +25.6% | +19.2% |
| 6M | +3.1% | +2.2% | +1.0% | +2.0% |
| YTD | +24.5% | +8.5% | +16.1% | +20.9% |
| 1Y | +37.4% | +12.1% | +25.3% | +32.7% |
| All | +37.4% | +13.1% | +24.3% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling