+67.7%
PFE vs HLT
+637.7%
-570.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.9% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | +3.8% | -4.1% | +7.9% | +4.6% |
| 3M | +10.4% | -10.6% | +20.9% | +12.5% |
| 6M | +6.3% | +2.0% | +4.2% | +5.6% |
| YTD | +17.4% | +6.1% | +11.2% | +15.8% |
| 1Y | +21.1% | +9.8% | +11.3% | +18.6% |
| 3Y | -1.6% | +99.0% | -100.6% | -14.1% |
| 5Y | -22.2% | +151.5% | -173.6% | -36.5% |
| 10Y | +32.9% | +561.1% | -528.2% | -16.5% |
| All | +67.7% | +637.7% | -570.0% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling