+3,614.8%
LLY vs HLT
+803.9%
+2,810.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +6.7% | +0.7% | +6.0% | +6.6% |
| 30D | +19.6% | +13.7% | +5.8% | +16.8% |
| 3M | +19.7% | +16.3% | +3.4% | +16.5% |
| 6M | +42.7% | +19.9% | +22.8% | +37.9% |
| YTD | +35.1% | +30.1% | +5.1% | +28.5% |
| 1Y | +42.2% | +38.5% | +3.7% | +33.8% |
| 3Y | +140.8% | +131.0% | +9.7% | +107.4% |
| 5Y | +480.6% | +163.7% | +316.9% | +383.2% |
| 10Y | +2,061.9% | +697.4% | +1,364.4% | +1,266.8% |
| All | +3,614.8% | +803.9% | +2,810.9% | +2,224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling