-14.9%
BAX vs HAS
+214.3%
-229.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +3.6% | +3.3% | +0.4% | +2.3% |
| 30D | +8.5% | +30.5% | -22.0% | -3.5% |
| 3M | -4.9% | +29.9% | -34.7% | -15.3% |
| 6M | +47.0% | +26.5% | +20.4% | +31.5% |
| YTD | +38.4% | +51.9% | -13.5% | +14.3% |
| 1Y | +49.1% | +60.9% | -11.8% | +20.1% |
| 3Y | -14.9% | +215.0% | -229.9% | -46.7% |
| All | -14.9% | +214.3% | -229.1% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling