+48.5%
LLY vs HLT
+12.2%
+36.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | -8.4% | -5.0% | -3.4% | -7.2% |
| 3M | -3.8% | -10.4% | +6.6% | -1.2% |
| 6M | +11.9% | +3.2% | +8.7% | +10.5% |
| YTD | +4.3% | +6.7% | -2.4% | +1.4% |
| 1Y | +48.5% | +10.3% | +38.2% | +42.9% |
| All | +48.5% | +12.2% | +36.3% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling