+57.3%
LLY vs HST
+76.4%
-19.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +10.1% | +3.3% | +6.7% | +9.5% |
| 30D | +24.0% | +16.4% | +7.7% | +21.4% |
| 3M | +27.3% | +5.5% | +21.8% | +25.9% |
| 6M | +47.0% | +31.1% | +15.8% | +40.8% |
| YTD | +32.6% | +55.9% | -23.3% | +20.9% |
| 1Y | +57.3% | +75.6% | -18.3% | +39.5% |
| All | +57.3% | +76.4% | -19.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling