+60.4%
HL vs AMGN
+57,036.4%
-56,976.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +0.4% | -11.6% | +12.0% | +1.3% |
| 30D | +18.8% | -5.7% | +24.5% | +19.4% |
| 3M | +43.7% | +14.2% | +29.5% | +42.2% |
| 6M | -1.0% | +5.2% | -6.2% | -1.5% |
| YTD | +8.7% | +22.0% | -13.3% | +7.0% |
| 1Y | +105.0% | +43.6% | +61.4% | +99.3% |
| 3Y | +427.3% | +65.0% | +362.3% | +406.8% |
| 5Y | +249.3% | +112.0% | +137.2% | +230.6% |
| 10Y | +284.2% | +216.6% | +67.6% | +258.5% |
| All | +60.4% | +57,036.4% | -56,976.0% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling