+134.1%
LLY vs HAS
+182.9%
-48.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.5% |
| 7D | -0.7% | 0.0% | -0.6% | -0.6% |
| 30D | +17.9% | +31.3% | -13.4% | +12.6% |
| 3M | +16.8% | +32.1% | -15.3% | +11.4% |
| 6M | +38.4% | +28.1% | +10.3% | +32.3% |
| YTD | +27.6% | +49.1% | -21.5% | +18.2% |
| 1Y | +48.3% | +60.5% | -12.2% | +35.6% |
| All | +134.1% | +182.9% | -48.8% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling