+372.0%
LLY vs HRB
+127.3%
+244.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | -2.1% | -5.7% | +3.5% | -1.8% |
| 30D | -1.6% | +7.9% | -9.5% | -2.2% |
| 3M | +2.3% | +32.1% | -29.8% | +0.4% |
| 6M | +14.9% | +62.2% | -47.4% | +11.0% |
| YTD | +7.5% | +16.4% | -8.9% | +7.4% |
| 1Y | +55.7% | -0.3% | +56.0% | +58.4% |
| 3Y | +110.6% | +36.0% | +74.6% | +99.5% |
| All | +372.0% | +127.3% | +244.7% | +302.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling