+76.8%
PFE vs HLT
+803.9%
-727.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +9.4% | +16.3% | -7.0% | +6.4% |
| 6M | +14.9% | +19.9% | -5.0% | +10.9% |
| YTD | +23.8% | +30.1% | -6.3% | +17.6% |
| 1Y | +19.5% | +38.5% | -19.0% | +12.3% |
| 3Y | +21.0% | +131.0% | -110.0% | +2.8% |
| 5Y | -23.9% | +163.7% | -187.5% | -38.0% |
| 10Y | +47.8% | +697.4% | -649.6% | -10.2% |
| All | +76.8% | +803.9% | -727.1% | +6.0% |
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 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