+483.3%
LLY vs HST
+82.3%
+401.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +6.7% | +3.6% | +3.2% | +6.2% |
| 30D | +19.6% | +11.2% | +8.4% | +17.8% |
| 3M | +19.7% | +13.1% | +6.6% | +17.7% |
| 6M | +42.7% | +23.9% | +18.8% | +38.3% |
| YTD | +35.1% | +52.3% | -17.2% | +26.9% |
| 1Y | +42.2% | +56.7% | -14.5% | +32.9% |
| 3Y | +140.8% | +87.5% | +53.3% | +117.8% |
| All | +483.3% | +82.3% | +401.0% | +435.6% |
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 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