+50.7%
LLY vs HBM
+117.5%
-66.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.1% | +5.5% | -8.6% | -3.3% |
| 30D | -8.6% | +3.3% | -11.9% | -8.8% |
| 3M | -1.6% | +12.7% | -14.3% | -2.2% |
| 6M | +11.8% | +28.2% | -16.4% | +8.8% |
| YTD | +5.1% | +45.3% | -40.2% | +2.1% |
| 1Y | +50.7% | +121.7% | -71.0% | +44.6% |
| All | +50.7% | +117.5% | -66.8% | +44.6% |
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