+53.1%
LLY vs HAL
+70.0%
-16.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.3% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -5.1% | +15.9% | -21.0% | -3.5% |
| 3M | -2.1% | -8.7% | +6.7% | -2.9% |
| 6M | +13.8% | +9.0% | +4.8% | +15.1% |
| YTD | +5.1% | +32.0% | -26.9% | +9.1% |
| 1Y | +53.1% | +72.5% | -19.3% | +61.7% |
| All | +53.1% | +70.0% | -16.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HAL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling