+390.2%
LLY vs HLT
+153.7%
+236.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -8.6% | -1.2% | -7.4% | -8.4% |
| 3M | -1.6% | -10.3% | +8.7% | +0.4% |
| 6M | +11.8% | +1.3% | +10.6% | +11.3% |
| YTD | +5.1% | +7.0% | -1.9% | +3.4% |
| 1Y | +50.7% | +11.9% | +38.9% | +46.9% |
| 3Y | +95.7% | +100.7% | -5.0% | +74.3% |
| 5Y | +390.2% | +147.5% | +242.6% | +333.6% |
| All | +390.2% | +153.7% | +236.4% | +333.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling