+483.3%
LLY vs HRB
+140.6%
+342.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +6.7% | -5.1% | +11.8% | +7.1% |
| 30D | +19.6% | +8.7% | +10.9% | +18.9% |
| 3M | +19.7% | -5.4% | +25.1% | +19.9% |
| 6M | +42.7% | +41.6% | +1.2% | +39.6% |
| YTD | +35.1% | +18.7% | +16.5% | +35.0% |
| 1Y | +42.2% | +16.4% | +25.7% | +42.3% |
| 3Y | +140.8% | +22.0% | +118.8% | +134.1% |
| All | +483.3% | +140.6% | +342.7% | +384.1% |
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