+95.6%
LLY vs HRB
+28.7%
+66.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.2% | -2.3% |
| 7D | -3.1% | -9.1% | +5.9% | -3.3% |
| 30D | -5.1% | +0.3% | -5.3% | -4.9% |
| 3M | -2.1% | +23.4% | -25.4% | -1.0% |
| 6M | +13.8% | +45.1% | -31.3% | +16.2% |
| YTD | +5.1% | +8.9% | -3.8% | +7.4% |
| 1Y | +53.1% | -7.9% | +61.0% | +57.0% |
| 3Y | +95.6% | +27.9% | +67.7% | +104.3% |
| All | +95.6% | +28.7% | +66.9% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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