+132.2%
LLY vs HAS
+181.4%
-49.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +13.9% | +31.0% | -17.1% | +8.8% |
| 3M | +13.8% | +30.7% | -16.9% | +8.7% |
| 6M | +37.6% | +23.9% | +13.7% | +32.3% |
| YTD | +26.6% | +48.3% | -21.7% | +17.4% |
| 1Y | +45.3% | +60.2% | -14.9% | +32.9% |
| 3Y | +132.2% | +189.2% | -57.0% | +112.0% |
| All | +132.2% | +181.4% | -49.2% | +112.0% |
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