+2,068.1%
LLY vs HPQ
+156.6%
+1,911.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +1.4% | -3.2% | +4.6% | +1.9% |
| 30D | +21.5% | -3.0% | +24.6% | +21.8% |
| 3M | +18.5% | +0.6% | +17.9% | +17.5% |
| 6M | +49.1% | +36.6% | +12.5% | +39.6% |
| YTD | +34.4% | +35.0% | -0.6% | +25.6% |
| 1Y | +46.3% | +23.1% | +23.2% | +38.6% |
| 3Y | +145.5% | +18.6% | +126.8% | +129.5% |
| 5Y | +472.7% | +10.3% | +462.3% | +429.8% |
| All | +2,068.1% | +156.6% | +1,911.5% | +1,484.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling