-34.4%
BAX vs HAS
+56.4%
-90.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | -5.5% | +2.3% | -7.7% | -6.0% |
| 3M | +33.5% | +10.4% | +23.2% | +29.8% |
| 6M | +35.9% | -3.2% | +39.1% | +36.5% |
| YTD | +35.4% | +15.4% | +19.9% | +30.1% |
| 1Y | +9.8% | +18.8% | -9.0% | +4.7% |
| 3Y | -32.7% | +43.9% | -76.7% | -39.8% |
| 5Y | -65.6% | +13.9% | -79.4% | -68.3% |
| All | -34.4% | +56.4% | -90.8% | -43.0% |
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