+2,006.3%
LLY vs HAS
+106.1%
+1,900.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | +19.7% | +29.6% | -9.8% | +15.3% |
| 3M | +19.3% | +30.3% | -11.0% | +14.7% |
| 6M | +49.3% | +25.6% | +23.7% | +44.1% |
| YTD | +32.0% | +50.8% | -18.8% | +23.7% |
| 1Y | +53.7% | +63.0% | -9.3% | +42.5% |
| 3Y | +143.7% | +211.6% | -67.8% | +105.0% |
| 5Y | +463.9% | +50.4% | +413.5% | +418.3% |
| 10Y | +2,006.3% | +101.9% | +1,904.5% | +1,651.7% |
| All | +2,006.3% | +106.1% | +1,900.3% | +1,651.7% |
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