+11.8%
LLY vs HBM
+35.6%
-23.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -2.5% |
| 7D | -3.1% | +7.4% | -10.5% | -3.5% |
| 30D | -5.1% | +5.1% | -10.1% | -5.3% |
| 3M | -2.1% | +11.1% | -13.2% | -2.3% |
| All | +11.8% | +35.6% | -23.8% | +5.5% |
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 2026-03-08 to 2026-09-08: 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…
2026-03-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling