+482.6%
LLY vs HAS
+48.2%
+434.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +6.6% | +1.4% | +5.2% | +6.4% |
| 30D | +19.4% | +26.3% | -6.9% | +15.2% |
| 3M | +19.6% | +25.6% | -6.0% | +15.4% |
| 6M | +42.6% | +30.3% | +12.3% | +36.6% |
| YTD | +35.0% | +50.4% | -15.4% | +26.0% |
| 1Y | +42.0% | +57.7% | -15.7% | +31.6% |
| 3Y | +140.5% | +213.4% | -72.9% | +102.1% |
| All | +482.6% | +48.2% | +434.4% | +475.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling