+3,722.6%
PANW vs HL
+394.7%
+3,327.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.3% |
| 7D | +2.0% | -5.6% | +7.6% | +2.4% |
| 30D | -11.8% | +12.7% | -24.6% | -12.9% |
| 3M | +28.6% | +42.5% | -13.9% | +24.4% |
| 6M | +104.4% | -9.0% | +113.4% | +104.2% |
| YTD | +83.8% | +4.4% | +79.4% | +80.2% |
| 1Y | +71.5% | +82.7% | -11.1% | +59.7% |
| 3Y | +172.2% | +406.3% | -234.1% | +127.2% |
| 5Y | +332.2% | +238.2% | +94.0% | +263.7% |
| 10Y | +1,306.4% | +268.9% | +1,037.5% | +968.7% |
| All | +3,722.6% | +394.7% | +3,327.9% | +2,533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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