+3,684.3%
PANW vs HIG
+994.1%
+2,690.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -13.0% | -2.8% | -10.1% | -12.4% |
| 3M | +28.6% | +6.3% | +22.3% | +26.0% |
| 6M | +103.0% | -0.1% | +103.1% | +102.0% |
| YTD | +81.9% | +0.4% | +81.5% | +80.5% |
| 1Y | +69.6% | +6.2% | +63.4% | +65.1% |
| 3Y | +169.4% | +101.6% | +67.8% | +117.0% |
| 5Y | +331.0% | +119.8% | +211.2% | +234.9% |
| 10Y | +1,292.3% | +311.7% | +980.5% | +719.8% |
| All | +3,684.3% | +994.1% | +2,690.2% | +1,911.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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