+17,561.1%
LLY vs HST
+1,330.6%
+16,230.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -1.6% | -12.3% | +10.6% | +0.4% |
| 3M | +2.3% | -6.4% | +8.6% | +3.3% |
| 6M | +14.9% | +15.0% | -0.1% | +12.1% |
| YTD | +7.5% | +30.5% | -23.0% | +2.7% |
| 1Y | +55.7% | +35.7% | +20.0% | +47.6% |
| 3Y | +110.6% | +68.4% | +42.2% | +91.4% |
| 5Y | +363.4% | +73.1% | +290.3% | +311.3% |
| 10Y | +1,649.0% | +92.7% | +1,556.2% | +1,347.0% |
| All | +17,561.1% | +1,330.6% | +16,230.5% | +8,957.7% |
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