+2,053.0%
LLY vs HAS
+99.1%
+1,953.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.4% |
| 7D | +4.6% | +1.6% | +3.0% | +4.3% |
| 30D | +22.4% | +26.6% | -4.3% | +18.2% |
| 3M | +17.1% | +29.0% | -11.9% | +12.8% |
| 6M | +44.6% | +30.6% | +14.1% | +38.8% |
| YTD | +33.5% | +51.5% | -18.1% | +25.0% |
| 1Y | +41.1% | +58.5% | -17.4% | +31.3% |
| 3Y | +143.8% | +214.1% | -70.3% | +104.6% |
| 5Y | +473.4% | +50.2% | +423.1% | +426.9% |
| All | +2,053.0% | +99.1% | +1,953.9% | +1,684.9% |
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