-34.4%
BAX vs HAS
+106.0%
-140.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -0.6% | +2.0% | -2.6% | -1.1% |
| 30D | +6.3% | +30.9% | -24.6% | -1.4% |
| 3M | -4.6% | +28.8% | -33.3% | -11.1% |
| 6M | +50.4% | +32.3% | +18.1% | +38.5% |
| YTD | +38.0% | +54.7% | -16.7% | +22.2% |
| 1Y | +44.6% | +63.2% | -18.6% | +26.3% |
| 3Y | -15.1% | +220.7% | -235.8% | -37.0% |
| 5Y | -63.3% | +53.3% | -116.6% | -68.8% |
| 10Y | -34.4% | +104.2% | -138.6% | -48.0% |
| All | -34.4% | +106.0% | -140.4% | -48.0% |
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