+47.0%
LLY vs HAS
+61.8%
-14.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.3% |
| 30D | +19.7% | +29.6% | -9.8% | +15.2% |
| 3M | +19.3% | +30.3% | -11.0% | +14.6% |
| 6M | +49.3% | +25.6% | +23.7% | +43.6% |
| YTD | +32.0% | +50.8% | -18.8% | +20.9% |
| All | +47.0% | +61.8% | -14.8% | +28.8% |
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