+2,042.7%
LLY vs HPE
+496.6%
+1,546.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +1.6% | -9.7% | +11.4% | +2.8% |
| 30D | +21.5% | -34.8% | +56.2% | +27.3% |
| 3M | +16.4% | -12.1% | +28.6% | +16.7% |
| 6M | +51.5% | +53.7% | -2.2% | +37.4% |
| YTD | +33.9% | +101.9% | -68.0% | +15.5% |
| 1Y | +49.1% | +104.3% | -55.2% | +28.1% |
| 3Y | +144.6% | +223.1% | -78.4% | +89.7% |
| 5Y | +466.3% | +249.2% | +217.1% | +326.7% |
| 10Y | +2,024.1% | +372.4% | +1,651.7% | +1,352.3% |
| All | +2,042.7% | +496.6% | +1,546.1% | +1,258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling