+390.2%
LLY vs HPQ
+37.7%
+352.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | -3.1% | +1.3% | -4.3% | -3.2% |
| 30D | -8.6% | +8.7% | -17.3% | -9.5% |
| 3M | -1.6% | +31.5% | -33.1% | -4.9% |
| 6M | +11.8% | +76.0% | -64.2% | +3.6% |
| YTD | +5.1% | +49.5% | -44.4% | -0.7% |
| 1Y | +50.7% | +17.3% | +33.5% | +46.6% |
| 3Y | +95.7% | +24.4% | +71.3% | +86.7% |
| 5Y | +390.2% | +37.3% | +352.9% | +384.4% |
| All | +390.2% | +37.7% | +352.5% | +384.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling