+48.8%
PFE vs HLT
+694.7%
-645.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | +0.3% | +13.7% | -13.4% | -1.8% |
| 3M | +9.4% | +16.3% | -7.0% | +6.6% |
| 6M | +14.9% | +19.9% | -5.0% | +11.3% |
| YTD | +23.8% | +30.1% | -6.3% | +18.2% |
| 1Y | +19.5% | +38.5% | -19.0% | +12.9% |
| 3Y | +21.0% | +131.0% | -110.0% | +4.5% |
| 5Y | -23.9% | +163.7% | -187.5% | -36.7% |
| All | +48.8% | +694.7% | -645.9% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling