-21.0%
PFE vs HLT
+145.1%
-166.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | -2.6% | -1.4% | -3.7% |
| 30D | +3.9% | -2.6% | +6.5% | +4.2% |
| 3M | +9.9% | -9.4% | +19.3% | +11.1% |
| 6M | +5.3% | +2.7% | +2.6% | +4.8% |
| YTD | +16.8% | +6.8% | +10.0% | +15.7% |
| 1Y | +20.4% | +12.4% | +8.1% | +18.6% |
| 3Y | -2.1% | +100.2% | -102.3% | -8.9% |
| 5Y | -21.0% | +143.7% | -164.7% | -26.3% |
| All | -21.0% | +145.1% | -166.1% | -26.3% |
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