+23.6%
HL vs GILD
+46.3%
-22.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.2% | +9.0% | +11.8% |
| 7D | +0.2% | +9.6% | -9.4% | -2.5% |
| 30D | -12.1% | +20.6% | -32.7% | -17.2% |
| 3M | -2.8% | +29.7% | -32.6% | -10.8% |
| 6M | -14.9% | +33.1% | -48.0% | -23.2% |
| YTD | -22.0% | +44.7% | -66.8% | -28.7% |
| All | +23.6% | +46.3% | -22.7% | +12.7% |
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