+473.4%
LLY vs HD
+7.1%
+466.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | +22.4% | +18.5% | +3.9% | +16.1% |
| 3M | +17.1% | +2.2% | +15.0% | +16.2% |
| 6M | +44.6% | +13.8% | +30.8% | +38.3% |
| YTD | +33.5% | +3.4% | +30.0% | +31.4% |
| 1Y | +41.1% | -3.5% | +44.6% | +41.6% |
| 3Y | +143.8% | +29.0% | +114.8% | +124.3% |
| 5Y | +473.4% | +6.1% | +467.3% | +456.7% |
| All | +473.4% | +7.1% | +466.3% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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