+2,024.1%
LLY vs HST
+143.2%
+1,880.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +1.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | +21.5% | +14.5% | +7.0% | +19.5% |
| 3M | +16.4% | +15.4% | +1.0% | +14.5% |
| 6M | +51.5% | +22.0% | +29.5% | +47.8% |
| YTD | +33.9% | +54.9% | -20.9% | +26.7% |
| 1Y | +49.1% | +54.0% | -4.9% | +41.2% |
| 3Y | +144.6% | +90.4% | +54.2% | +124.5% |
| 5Y | +466.3% | +84.2% | +382.1% | +415.9% |
| 10Y | +2,024.1% | +144.6% | +1,879.5% | +1,819.4% |
| All | +2,024.1% | +143.2% | +1,880.9% | +1,819.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling