+2,080.1%
LLY vs HST
+133.7%
+1,946.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +6.7% | +3.6% | +3.2% | +6.3% |
| 30D | +19.6% | +11.2% | +8.4% | +18.1% |
| 3M | +19.7% | +13.1% | +6.6% | +18.0% |
| 6M | +42.7% | +23.9% | +18.8% | +39.0% |
| YTD | +35.1% | +52.3% | -17.2% | +28.1% |
| 1Y | +42.2% | +56.7% | -14.5% | +34.3% |
| 3Y | +140.8% | +87.5% | +53.3% | +121.3% |
| 5Y | +480.6% | +82.8% | +397.8% | +429.0% |
| All | +2,080.1% | +133.7% | +1,946.4% | +1,863.8% |
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