+1,549.9%
LLY vs HPQ
+259.7%
+1,290.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -2.0% |
| 7D | -2.9% | +9.8% | -12.7% | -4.4% |
| 30D | -8.4% | +22.4% | -30.8% | -11.5% |
| 3M | -3.8% | +45.2% | -48.9% | -9.8% |
| 6M | +11.9% | +96.4% | -84.5% | -1.1% |
| YTD | +4.3% | +65.4% | -61.1% | -5.2% |
| 1Y | +48.5% | +31.6% | +16.9% | +39.8% |
| 3Y | +91.2% | +37.0% | +54.2% | +75.7% |
| 5Y | +387.5% | +53.0% | +334.5% | +326.4% |
| All | +1,549.9% | +259.7% | +1,290.2% | +1,019.6% |
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