-25.0%
HD vs GILD
+27.8%
-52.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -3.8% | -4.8% | +1.0% | -2.8% |
| 30D | -9.4% | +5.8% | -15.2% | -10.5% |
| 3M | -4.6% | +14.9% | -19.5% | -7.6% |
| 6M | -10.1% | -0.4% | -9.7% | -10.7% |
| YTD | -8.3% | +18.5% | -26.9% | -10.5% |
| 1Y | -25.0% | +25.1% | -50.1% | -27.4% |
| All | -25.0% | +27.8% | -52.8% | -27.4% |
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