+132.2%
LLY vs HST
+77.0%
+55.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -4.5% | -2.7% | -1.8% | -3.9% |
| 30D | +13.9% | +10.7% | +3.2% | +11.7% |
| 3M | +13.8% | +6.3% | +7.5% | +12.4% |
| 6M | +37.6% | +19.0% | +18.6% | +32.7% |
| YTD | +26.6% | +47.0% | -20.4% | +16.2% |
| 1Y | +45.3% | +53.4% | -8.1% | +32.1% |
| 3Y | +132.2% | +78.0% | +54.2% | +118.6% |
| All | +132.2% | +77.0% | +55.2% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling