+874.4%
BAX vs HAS
+4,652.9%
-3,778.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +12.1% | -0.2% | +12.3% | +12.2% |
| 30D | +7.6% | +31.0% | -23.4% | +1.7% |
| 3M | -4.5% | +30.7% | -35.1% | -9.7% |
| 6M | +52.0% | +23.9% | +28.1% | +45.0% |
| YTD | +35.1% | +48.3% | -13.2% | +24.5% |
| 1Y | +43.7% | +60.2% | -16.5% | +30.4% |
| 3Y | -20.9% | +189.2% | -210.2% | -36.2% |
| 5Y | -63.5% | +50.4% | -114.0% | -67.4% |
| 10Y | -36.0% | +104.2% | -140.2% | -48.1% |
| All | +874.4% | +4,652.9% | -3,778.5% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling