+140.8%
LLY vs HAL
-5.8%
+146.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +1.2% |
| 7D | +6.7% | +6.1% | +0.6% | +6.6% |
| 30D | +19.6% | +2.9% | +16.7% | +19.5% |
| 3M | +19.7% | +3.3% | +16.4% | +19.5% |
| 6M | +42.7% | -16.9% | +59.6% | +43.7% |
| YTD | +35.1% | +21.2% | +13.9% | +32.6% |
| 1Y | +42.2% | +27.5% | +14.6% | +38.8% |
| 3Y | +140.8% | -6.4% | +147.2% | +122.5% |
| All | +140.8% | -5.8% | +146.5% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling