+137.8%
LLY vs HPE
+240.9%
-103.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +4.6% | +13.6% | -9.0% | +3.9% |
| 30D | +22.4% | -27.1% | +49.5% | +24.2% |
| 3M | +17.1% | -14.5% | +31.6% | +17.3% |
| 6M | +44.6% | +66.9% | -22.3% | +31.6% |
| YTD | +33.5% | +111.3% | -77.9% | +16.2% |
| 1Y | +41.1% | +117.5% | -76.4% | +22.1% |
| All | +137.8% | +240.9% | -103.1% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling