+2,788.8%
LLY vs HLT
+637.7%
+2,151.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.8% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -5.1% | -4.1% | -1.0% | -4.4% |
| 3M | -2.1% | -10.6% | +8.5% | -0.2% |
| 6M | +13.8% | +2.0% | +11.8% | +13.3% |
| YTD | +5.1% | +6.1% | -1.1% | +3.7% |
| 1Y | +53.1% | +9.8% | +43.3% | +50.1% |
| 3Y | +95.6% | +99.0% | -3.4% | +73.2% |
| 5Y | +361.5% | +151.5% | +210.0% | +287.6% |
| 10Y | +1,545.2% | +561.1% | +984.1% | +974.5% |
| All | +2,788.8% | +637.7% | +2,151.2% | +1,775.7% |
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