-23.8%
PFE vs HLT
+162.2%
-186.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | +9.4% | +16.3% | -7.0% | +7.3% |
| 6M | +14.9% | +19.9% | -5.0% | +12.1% |
| YTD | +23.8% | +30.1% | -6.3% | +19.6% |
| 1Y | +19.5% | +38.5% | -19.0% | +14.6% |
| 3Y | +21.0% | +131.0% | -110.0% | +10.1% |
| All | -23.8% | +162.2% | -186.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling