-65.8%
BAX vs HAS
+13.4%
-79.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.5% |
| 30D | -5.5% | +2.3% | -7.7% | -6.2% |
| 3M | +33.5% | +10.4% | +23.2% | +28.7% |
| 6M | +35.9% | -3.2% | +39.1% | +36.6% |
| YTD | +35.4% | +15.4% | +19.9% | +28.4% |
| 1Y | +9.8% | +18.8% | -9.0% | +3.1% |
| 3Y | -32.7% | +43.9% | -76.7% | -42.0% |
| All | -65.8% | +13.4% | -79.2% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling