+3,634.0%
PANW vs HBM
+254.8%
+3,379.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -0.8% | -3.3% | +2.5% | -0.4% |
| 30D | -14.6% | -4.8% | -9.7% | -14.2% |
| 3M | +18.3% | -0.4% | +18.7% | +17.7% |
| 6M | +100.5% | +17.9% | +82.6% | +93.6% |
| YTD | +79.5% | +33.7% | +45.8% | +69.1% |
| 1Y | +66.7% | +95.6% | -28.9% | +48.5% |
| 3Y | +161.2% | +458.1% | -296.9% | +97.0% |
| 5Y | +322.2% | +329.0% | -6.8% | +219.0% |
| 10Y | +1,273.8% | +588.2% | +685.6% | +775.9% |
| All | +3,634.0% | +254.8% | +3,379.3% | +2,091.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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