+57.3%
LLY vs HIG
+12.7%
+44.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | +10.1% | +6.2% | +3.9% | +7.9% |
| 30D | +24.0% | +9.4% | +14.6% | +20.8% |
| 3M | +27.3% | -2.3% | +29.6% | +28.2% |
| 6M | +47.0% | +4.2% | +42.8% | +45.2% |
| YTD | +32.6% | +1.6% | +31.0% | +31.6% |
| 1Y | +57.3% | +9.9% | +47.5% | +48.3% |
| All | +57.3% | +12.7% | +44.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling