+161.2%
PANW vs HLT
+99.0%
+62.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -14.6% | -5.0% | -9.5% | -13.3% |
| 3M | +18.3% | -10.4% | +28.7% | +22.5% |
| 6M | +100.5% | +3.2% | +97.2% | +93.3% |
| YTD | +79.5% | +6.7% | +72.8% | +69.4% |
| 1Y | +66.7% | +10.3% | +56.4% | +53.9% |
| 3Y | +161.2% | +99.3% | +61.9% | +73.4% |
| All | +161.2% | +99.0% | +62.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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