+443.8%
LLY vs HST
+71.5%
+372.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -4.5% | -2.7% | -1.8% | -4.1% |
| 30D | +13.9% | +10.7% | +3.2% | +12.3% |
| 3M | +13.8% | +6.3% | +7.5% | +12.8% |
| 6M | +37.6% | +19.0% | +18.6% | +34.1% |
| YTD | +26.6% | +47.0% | -20.4% | +19.5% |
| 1Y | +45.3% | +53.4% | -8.1% | +36.3% |
| 3Y | +132.2% | +78.0% | +54.2% | +111.5% |
| All | +443.8% | +71.5% | +372.3% | +404.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling