+25.0%
HL vs AMGN
+64.6%
-39.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.7% | +9.4% | +11.9% |
| 7D | +0.2% | +5.9% | -5.7% | -1.6% |
| 30D | -12.1% | +18.7% | -30.8% | -17.0% |
| 3M | -2.8% | +23.4% | -26.2% | -9.4% |
| 6M | -14.9% | +49.7% | -64.7% | -25.6% |
| YTD | -22.0% | +49.2% | -71.2% | -28.7% |
| 1Y | +25.0% | +65.7% | -40.7% | +19.5% |
| All | +25.0% | +64.6% | -39.6% | +19.5% |
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