+57.3%
LLY vs HBM
+47.3%
+10.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.5% |
| 7D | +10.1% | -5.8% | +15.9% | +10.2% |
| 30D | +24.0% | -18.5% | +42.5% | +24.8% |
| 3M | +27.3% | -10.3% | +37.6% | +27.4% |
| 6M | +47.0% | +2.1% | +44.8% | +43.8% |
| YTD | +32.6% | +12.0% | +20.5% | +29.2% |
| 1Y | +57.3% | +49.8% | +7.6% | +48.6% |
| All | +57.3% | +47.3% | +10.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling