+2,049.9%
LLY vs HAS
+106.0%
+1,943.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +1.4% | +2.0% | -0.6% | +1.1% |
| 30D | +21.5% | +30.9% | -9.4% | +16.9% |
| 3M | +18.5% | +28.8% | -10.3% | +14.1% |
| 6M | +49.1% | +32.3% | +16.8% | +42.8% |
| YTD | +34.4% | +54.7% | -20.3% | +25.5% |
| 1Y | +46.3% | +63.2% | -16.9% | +35.5% |
| 3Y | +145.5% | +220.7% | -75.2% | +105.6% |
| 5Y | +472.7% | +53.3% | +419.3% | +424.8% |
| 10Y | +2,049.9% | +104.2% | +1,945.7% | +1,684.1% |
| All | +2,049.9% | +106.0% | +1,943.9% | +1,684.1% |
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