-0.7%
PFE vs HLT
+99.5%
-100.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +2.7% | -1.2% | +3.9% | +2.9% |
| 3M | +10.0% | -10.3% | +20.3% | +12.2% |
| 6M | +7.2% | +1.3% | +5.9% | +6.6% |
| YTD | +17.3% | +7.0% | +10.3% | +15.3% |
| 1Y | +20.3% | +11.9% | +8.4% | +17.2% |
| All | -0.7% | +99.5% | -100.3% | -14.8% |
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