-19.8%
HD vs GILD
+36.9%
-56.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | +3.6% | -5.7% | -2.9% |
| 30D | -8.4% | +14.6% | -23.0% | -11.3% |
| 3M | +4.3% | +17.7% | -13.3% | +0.3% |
| 6M | -11.1% | +3.1% | -14.3% | -12.5% |
| YTD | -4.7% | +24.5% | -29.2% | -8.5% |
| 1Y | -19.8% | +37.4% | -57.2% | -24.9% |
| All | -19.8% | +36.9% | -56.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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