+49.1%
LLY vs HWM
+5.1%
+44.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +1.6% | -1.8% | +3.4% | +1.7% |
| 30D | +21.5% | -2.7% | +24.1% | +21.4% |
| 3M | +16.4% | -22.7% | +39.2% | +19.9% |
| 6M | +51.5% | -18.9% | +70.4% | +54.7% |
| YTD | +33.9% | +7.1% | +26.8% | +30.9% |
| 1Y | +49.1% | +4.7% | +44.4% | +45.8% |
| All | +49.1% | +5.1% | +44.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling