+3,722.6%
PANW vs HBM
+256.5%
+3,466.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +2.0% |
| 7D | +2.0% | -3.7% | +5.7% | +2.4% |
| 30D | -11.8% | -3.7% | -8.1% | -11.5% |
| 3M | +28.6% | +8.0% | +20.6% | +26.6% |
| 6M | +104.4% | +15.8% | +88.6% | +97.9% |
| YTD | +83.8% | +34.4% | +49.4% | +73.0% |
| 1Y | +71.5% | +98.2% | -26.6% | +52.5% |
| 3Y | +172.2% | +476.6% | -304.4% | +104.3% |
| 5Y | +332.2% | +331.1% | +1.1% | +226.4% |
| 10Y | +1,306.4% | +591.6% | +714.8% | +796.1% |
| All | +3,722.6% | +256.5% | +3,466.1% | +2,141.9% |
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