+392.8%
HL vs GILD
+108.6%
+284.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.4% | -4.8% | +0.5% | -3.4% |
| 30D | +9.3% | +5.8% | +3.5% | +8.2% |
| 3M | +32.0% | +14.9% | +17.0% | +27.9% |
| 6M | -6.4% | -0.4% | -6.1% | -6.7% |
| YTD | +3.1% | +18.5% | -15.4% | +0.5% |
| 1Y | +77.6% | +25.1% | +52.4% | +71.6% |
| 3Y | +392.8% | +105.9% | +286.9% | +328.6% |
| All | +392.8% | +108.6% | +284.3% | +328.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling