+2,053.0%
LLY vs HDB
+62.8%
+1,990.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +4.6% | +4.1% | +0.5% | +3.8% |
| 30D | +22.4% | +13.0% | +9.4% | +19.4% |
| 3M | +17.1% | +11.3% | +5.9% | +14.5% |
| 6M | +44.6% | +6.9% | +37.7% | +42.1% |
| YTD | +33.5% | -29.6% | +63.1% | +42.0% |
| 1Y | +41.1% | -29.5% | +70.6% | +50.0% |
| 3Y | +143.8% | -8.1% | +151.9% | +144.3% |
| 5Y | +473.4% | -23.4% | +496.8% | +485.9% |
| All | +2,053.0% | +62.8% | +1,990.2% | +1,854.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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