+2,024.1%
LLY vs HBM
+301.8%
+1,722.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.6% |
| 7D | +1.6% | +2.4% | -0.8% | +1.5% |
| 30D | +21.5% | -16.0% | +37.4% | +22.4% |
| 3M | +16.4% | -21.3% | +37.8% | +17.6% |
| 6M | +51.5% | -12.2% | +63.7% | +51.5% |
| YTD | +33.9% | +10.7% | +23.2% | +31.8% |
| 1Y | +49.1% | +30.3% | +18.8% | +45.3% |
| 3Y | +144.6% | +432.2% | -287.6% | +120.3% |
| 5Y | +466.3% | +218.8% | +247.5% | +415.1% |
| 10Y | +2,024.1% | +281.4% | +1,742.8% | +1,694.4% |
| All | +2,024.1% | +301.8% | +1,722.4% | +1,694.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling