+2,043.2%
LLY vs HAS
+101.4%
+1,941.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +13.9% | +31.0% | -17.1% | +9.5% |
| 3M | +13.8% | +30.7% | -16.9% | +9.4% |
| 6M | +37.6% | +23.9% | +13.7% | +33.0% |
| YTD | +26.6% | +48.3% | -21.7% | +18.9% |
| 1Y | +45.3% | +60.2% | -14.9% | +35.0% |
| 3Y | +132.2% | +189.2% | -57.0% | +97.2% |
| 5Y | +434.7% | +50.4% | +384.2% | +391.4% |
| All | +2,043.2% | +101.4% | +1,941.9% | +1,688.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling