+174.8%
GILD vs HWM
+1,311.7%
-1,136.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -4.8% | -11.4% | +6.6% | -3.5% |
| 30D | +5.8% | -18.5% | +24.2% | +8.1% |
| 3M | +14.9% | -13.2% | +28.1% | +16.5% |
| 6M | -0.4% | -8.7% | +8.3% | +0.3% |
| YTD | +18.5% | +12.2% | +6.4% | +16.5% |
| 1Y | +25.1% | +24.9% | +0.2% | +21.4% |
| 3Y | +105.9% | +383.9% | -278.0% | +67.9% |
| 5Y | +143.0% | +646.1% | -503.2% | +86.2% |
| All | +174.8% | +1,311.7% | -1,136.9% | +78.7% |
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