-4.6%
HD vs AMGN
+64.6%
-69.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.8% | +5.3% |
| 7D | +11.9% | +5.9% | +6.0% | +10.0% |
| 30D | +26.4% | +18.7% | +7.7% | +20.2% |
| 3M | +2.8% | +23.4% | -20.6% | -3.7% |
| 6M | +15.5% | +49.7% | -34.3% | +2.7% |
| YTD | +5.5% | +49.2% | -43.6% | -4.8% |
| 1Y | -4.6% | +65.7% | -70.3% | -14.7% |
| All | -4.6% | +64.6% | -69.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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