+138.6%
LLY vs HPQ
+15.8%
+122.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | +21.5% | -5.9% | +27.3% | +21.9% |
| 3M | +16.4% | -3.7% | +20.1% | +16.1% |
| 6M | +51.5% | +28.1% | +23.4% | +45.2% |
| YTD | +33.9% | +32.5% | +1.4% | +27.3% |
| 1Y | +49.1% | +18.1% | +31.0% | +43.7% |
| All | +138.6% | +15.8% | +122.8% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling