-23.1%
HD vs AMGN
+43.9%
-67.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -1.8% | -11.6% | +9.8% | +1.2% |
| 30D | -10.8% | -5.7% | -5.2% | -9.7% |
| 3M | -2.7% | +14.2% | -16.9% | -5.9% |
| 6M | -10.3% | +5.2% | -15.5% | -12.8% |
| YTD | -7.8% | +22.0% | -29.8% | -11.1% |
| 1Y | -23.1% | +43.6% | -66.8% | -24.8% |
| All | -23.1% | +43.9% | -67.0% | -24.8% |
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