+31.8%
BA vs HAS
+101.4%
-69.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -7.9% | +31.0% | -39.0% | -18.8% |
| 3M | -25.3% | +30.7% | -56.0% | -34.2% |
| 6M | -24.6% | +23.9% | -48.5% | -32.7% |
| YTD | -20.1% | +48.3% | -68.4% | -35.3% |
| 1Y | -11.8% | +60.2% | -72.0% | -31.3% |
| 3Y | -10.1% | +189.2% | -199.3% | -50.6% |
| 5Y | -22.7% | +50.4% | -73.2% | -40.8% |
| All | +31.8% | +101.4% | -69.6% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling