+198.0%
GILD vs HLT
+641.8%
-443.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | +5.8% | -5.0% | +10.8% | +6.8% |
| 3M | +14.9% | -10.4% | +25.3% | +17.1% |
| 6M | -0.4% | +3.2% | -3.6% | -1.2% |
| YTD | +18.5% | +6.7% | +11.8% | +16.6% |
| 1Y | +25.1% | +10.3% | +14.8% | +22.3% |
| 3Y | +105.9% | +99.3% | +6.6% | +79.1% |
| 5Y | +143.0% | +143.7% | -0.7% | +100.2% |
| 10Y | +162.4% | +584.7% | -422.4% | +47.4% |
| All | +198.0% | +641.8% | -443.8% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling