+17,561.1%
LLY vs HPQ
+3,038.3%
+14,522.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | -2.1% | +6.9% | -9.1% | -3.2% |
| 30D | -1.6% | +14.4% | -16.1% | -3.8% |
| 3M | +2.3% | +25.6% | -23.3% | -1.6% |
| 6M | +14.9% | +75.0% | -60.2% | +4.2% |
| YTD | +7.5% | +50.7% | -43.2% | -0.3% |
| 1Y | +55.7% | +18.7% | +37.0% | +49.3% |
| 3Y | +110.6% | +21.5% | +89.1% | +98.5% |
| 5Y | +363.4% | +31.6% | +331.9% | +322.9% |
| 10Y | +1,649.0% | +216.1% | +1,432.9% | +1,243.5% |
| All | +17,561.1% | +3,038.3% | +14,522.8% | +7,186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling