+2,838.8%
LLY vs HDB
+3,812.1%
-973.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | -1.6% | -2.8% | +1.2% | -1.1% |
| 3M | +2.3% | -3.5% | +5.8% | +2.8% |
| 6M | +14.9% | -24.7% | +39.6% | +21.1% |
| YTD | +7.5% | -36.6% | +44.0% | +17.2% |
| 1Y | +55.7% | -34.4% | +90.1% | +68.5% |
| 3Y | +110.6% | -24.4% | +135.0% | +119.3% |
| 5Y | +363.4% | -35.4% | +398.8% | +390.2% |
| 10Y | +1,649.0% | +39.5% | +1,609.4% | +1,414.3% |
| All | +2,838.8% | +3,812.1% | -973.4% | +1,322.2% |
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