+26.6%
BA vs HAS
+102.6%
-76.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | 0.0% | +3.3% | -3.2% | -1.4% |
| 30D | -8.9% | +30.5% | -39.5% | -19.5% |
| 3M | -25.5% | +29.9% | -55.4% | -34.2% |
| 6M | -27.0% | +26.5% | -53.5% | -35.4% |
| YTD | -20.1% | +51.9% | -72.1% | -36.0% |
| 1Y | -11.0% | +60.9% | -71.9% | -30.8% |
| 3Y | -11.8% | +215.0% | -226.8% | -53.6% |
| 5Y | -20.6% | +51.5% | -72.1% | -39.2% |
| 10Y | +26.6% | +102.2% | -75.6% | -25.5% |
| All | +26.6% | +102.6% | -76.0% | -25.5% |
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 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