+2,077.5%
LLY vs HIG
+261.7%
+1,815.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +6.6% | +2.6% | +4.0% | +6.1% |
| 30D | +19.4% | +4.2% | +15.2% | +18.6% |
| 3M | +19.6% | +0.2% | +19.4% | +19.5% |
| 6M | +42.6% | +4.6% | +38.0% | +41.3% |
| YTD | +35.0% | +1.1% | +33.9% | +34.5% |
| 1Y | +42.0% | +4.7% | +37.3% | +40.7% |
| 3Y | +140.5% | +95.5% | +45.0% | +115.7% |
| 5Y | +479.9% | +111.7% | +368.2% | +410.3% |
| All | +2,077.5% | +261.7% | +1,815.7% | +1,840.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling