+5,086.3%
LLY vs HBM
+613.3%
+4,473.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -2.1% | -6.4% | +4.2% | -1.8% |
| 30D | -1.6% | +5.9% | -7.5% | -2.0% |
| 3M | +2.3% | -8.9% | +11.2% | +2.5% |
| 6M | +14.9% | +10.7% | +4.2% | +13.4% |
| YTD | +7.5% | +38.3% | -30.8% | +4.4% |
| 1Y | +55.7% | +121.3% | -65.7% | +46.6% |
| 3Y | +110.6% | +450.6% | -340.0% | +85.7% |
| 5Y | +363.4% | +338.0% | +25.4% | +306.4% |
| 10Y | +1,649.0% | +578.6% | +1,070.4% | +1,281.2% |
| All | +5,086.3% | +613.3% | +4,473.0% | +3,425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling