+3,362.0%
LLY vs HDB
+4,142.9%
-780.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -4.5% | +13.3% | -17.8% | -6.9% |
| 30D | +13.9% | +13.6% | +0.4% | +10.9% |
| 3M | +13.8% | +5.8% | +8.0% | +12.2% |
| 6M | +37.6% | -1.9% | +39.5% | +37.5% |
| YTD | +26.6% | -31.2% | +57.8% | +35.6% |
| 1Y | +45.3% | -29.6% | +74.9% | +54.9% |
| 3Y | +132.2% | -10.1% | +142.3% | +133.1% |
| 5Y | +434.7% | -24.3% | +459.0% | +447.0% |
| 10Y | +2,084.3% | +59.3% | +2,025.0% | +1,737.9% |
| All | +3,362.0% | +4,142.9% | -780.9% | +1,545.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling