+45.3%
LLY vs HAS
+59.5%
-14.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +13.9% | +31.0% | -17.1% | +9.2% |
| 3M | +13.8% | +30.7% | -16.9% | +9.0% |
| 6M | +37.6% | +23.9% | +13.7% | +32.5% |
| YTD | +26.6% | +48.3% | -21.7% | +14.6% |
| 1Y | +45.3% | +60.2% | -14.9% | +22.8% |
| All | +45.3% | +59.5% | -14.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling