+9,316.7%
LLY vs HIG
+1,002.1%
+8,314.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.1% | +0.3% | -2.5% | -2.2% |
| 30D | -1.6% | -3.2% | +1.6% | -1.2% |
| 3M | +2.3% | +9.1% | -6.9% | +1.0% |
| 6M | +14.9% | -1.8% | +16.7% | +15.1% |
| YTD | +7.5% | +1.8% | +5.7% | +7.0% |
| 1Y | +55.7% | +4.6% | +51.1% | +54.5% |
| 3Y | +110.6% | +101.6% | +9.0% | +89.9% |
| 5Y | +363.4% | +124.5% | +238.9% | +309.4% |
| 10Y | +1,649.0% | +317.8% | +1,331.2% | +1,269.8% |
| All | +9,316.7% | +1,002.1% | +8,314.6% | +3,514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling