+463.9%
LLY vs HBM
+217.3%
+246.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.0% | -4.7% | +3.8% |
| 7D | +0.1% | +5.0% | -5.0% | -0.2% |
| 30D | +19.7% | -12.7% | +32.5% | +20.5% |
| 3M | +19.3% | -17.4% | +36.7% | +20.2% |
| 6M | +49.3% | -8.9% | +58.2% | +49.0% |
| YTD | +32.0% | +14.9% | +17.1% | +29.2% |
| 1Y | +53.7% | +41.4% | +12.3% | +48.4% |
| 3Y | +143.7% | +462.1% | -318.4% | +118.2% |
| 5Y | +463.9% | +224.0% | +239.9% | +418.6% |
| All | +463.9% | +217.3% | +246.6% | +418.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling