+361.5%
LLY vs HPE
+331.4%
+30.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -10.0% | -2.9% |
| 7D | -3.1% | +10.1% | -13.3% | -4.0% |
| 30D | -5.1% | +5.3% | -10.4% | -5.7% |
| 3M | -2.1% | +12.7% | -14.7% | -3.6% |
| 6M | +13.8% | +167.7% | -153.8% | -2.5% |
| YTD | +5.1% | +135.5% | -130.4% | -8.4% |
| 1Y | +53.1% | +143.4% | -90.3% | +32.3% |
| 3Y | +95.6% | +249.2% | -153.5% | +55.6% |
| 5Y | +361.5% | +343.8% | +17.7% | +255.2% |
| All | +361.5% | +331.4% | +30.1% | +255.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling