+251.7%
BAC vs HAS
+106.1%
+145.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +2.0% | +2.2% | -0.2% | +1.2% |
| 30D | -6.9% | +29.6% | -36.5% | -15.4% |
| 3M | -19.6% | +30.3% | -49.8% | -27.1% |
| 6M | -0.5% | +25.6% | -26.1% | -9.2% |
| YTD | -6.6% | +50.8% | -57.4% | -21.0% |
| 1Y | -3.0% | +63.0% | -66.0% | -20.3% |
| 3Y | +97.3% | +211.6% | -114.3% | +21.7% |
| 5Y | +21.9% | +50.4% | -28.5% | -1.7% |
| 10Y | +251.7% | +101.9% | +149.8% | +137.5% |
| All | +251.7% | +106.1% | +145.6% | +137.5% |
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