+1,549.9%
LLY vs HLT
+590.2%
+959.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | -8.4% | -5.0% | -3.4% | -7.7% |
| 3M | -3.8% | -10.4% | +6.6% | -2.1% |
| 6M | +11.9% | +3.2% | +8.7% | +11.2% |
| YTD | +4.3% | +6.7% | -2.4% | +3.0% |
| 1Y | +48.5% | +10.3% | +38.2% | +45.8% |
| 3Y | +91.2% | +99.3% | -8.1% | +72.4% |
| 5Y | +387.5% | +143.7% | +243.8% | +323.4% |
| All | +1,549.9% | +590.2% | +959.7% | +1,046.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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