+20,870.5%
LLY vs HAS
+4,678.1%
+16,192.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +16.8% | +32.1% | -15.3% | +11.2% |
| 6M | +38.4% | +28.1% | +10.3% | +32.2% |
| YTD | +27.6% | +49.1% | -21.5% | +18.3% |
| 1Y | +48.3% | +60.5% | -12.2% | +35.8% |
| 3Y | +145.4% | +183.9% | -38.5% | +100.7% |
| 5Y | +438.9% | +51.2% | +387.7% | +383.1% |
| 10Y | +2,101.6% | +105.3% | +1,996.3% | +1,671.1% |
| All | +20,870.5% | +4,678.1% | +16,192.4% | +7,837.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling