+1,560.7%
LLY vs HPE
+506.0%
+1,054.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | +0.7% |
| 7D | -3.2% | +1.4% | -4.6% | -3.5% |
| 30D | -7.4% | +1.5% | -9.0% | -7.9% |
| 3M | -1.0% | +21.7% | -22.8% | -4.5% |
| 6M | +12.5% | +164.2% | -151.7% | -5.8% |
| YTD | +5.0% | +132.1% | -127.1% | -10.3% |
| 1Y | +49.8% | +130.6% | -80.9% | +27.6% |
| 3Y | +95.5% | +244.1% | -148.6% | +51.3% |
| 5Y | +390.7% | +340.8% | +49.8% | +257.6% |
| All | +1,560.7% | +506.0% | +1,054.7% | +997.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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