+1,619.5%
LLY vs HPE
+545.6%
+1,073.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.3% |
| 7D | -2.1% | -0.6% | -1.6% | -2.1% |
| 30D | -1.6% | -2.3% | +0.7% | -1.5% |
| 3M | +2.3% | -2.9% | +5.2% | +2.0% |
| 6M | +14.9% | +143.6% | -128.7% | -2.2% |
| YTD | +7.5% | +118.5% | -111.1% | -7.1% |
| 1Y | +55.7% | +129.2% | -73.5% | +33.0% |
| 3Y | +110.6% | +212.5% | -101.9% | +66.5% |
| 5Y | +363.4% | +286.9% | +76.5% | +248.1% |
| 10Y | +1,649.0% | +432.3% | +1,216.6% | +1,090.7% |
| All | +1,619.5% | +545.6% | +1,073.8% | +992.2% |
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 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