+50.7%
LLY vs HPE
+156.7%
-106.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | +0.2% |
| 7D | -3.1% | +13.6% | -16.7% | -2.7% |
| 30D | -8.6% | +7.7% | -16.3% | -8.3% |
| 3M | -1.6% | +22.4% | -24.0% | -0.9% |
| 6M | +11.8% | +172.6% | -160.8% | +3.3% |
| YTD | +5.1% | +147.5% | -142.4% | -2.7% |
| 1Y | +50.7% | +151.8% | -101.1% | +36.5% |
| All | +50.7% | +156.7% | -106.0% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling