+49.1%
LLY vs HIG
+9.1%
+40.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.7% |
| 7D | +1.6% | +2.1% | -0.5% | +0.9% |
| 30D | +21.5% | +6.7% | +14.7% | +19.2% |
| 3M | +16.4% | -1.9% | +18.4% | +17.1% |
| 6M | +51.5% | +5.3% | +46.2% | +49.1% |
| YTD | +33.9% | +1.3% | +32.6% | +33.0% |
| 1Y | +49.1% | +7.2% | +41.9% | +43.0% |
| All | +49.1% | +9.1% | +40.0% | +43.0% |
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