+20,870.5%
LLY vs HST
+1,512.4%
+19,358.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.7% | +1.9% | -2.9% |
| 7D | -0.7% | -4.2% | +3.5% | 0.0% |
| 30D | +17.9% | +9.6% | +8.3% | +16.2% |
| 3M | +16.8% | -1.1% | +17.9% | +16.9% |
| 6M | +38.4% | +21.1% | +17.4% | +34.0% |
| YTD | +27.6% | +47.1% | -19.5% | +19.6% |
| 1Y | +48.3% | +64.0% | -15.7% | +36.5% |
| 3Y | +145.4% | +77.1% | +68.2% | +121.3% |
| 5Y | +438.9% | +71.8% | +367.2% | +379.3% |
| 10Y | +2,101.6% | +146.3% | +1,955.3% | +1,650.4% |
| All | +20,870.5% | +1,512.4% | +19,358.1% | +10,450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling