+482.6%
LLY vs HDB
-23.2%
+505.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | +6.6% | +2.7% | +3.9% | +6.1% |
| 30D | +19.4% | +14.1% | +5.3% | +16.7% |
| 3M | +19.6% | +11.8% | +7.7% | +17.2% |
| 6M | +42.6% | +8.2% | +34.4% | +40.2% |
| YTD | +35.0% | -29.3% | +64.3% | +42.1% |
| 1Y | +42.0% | -28.8% | +70.8% | +49.3% |
| 3Y | +140.5% | -7.5% | +148.0% | +142.9% |
| All | +482.6% | -23.2% | +505.8% | +489.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling