+41.5%
BBY vs HAS
+45.6%
-4.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | 0.0% |
| 7D | +8.1% | -3.1% | +11.2% | +9.6% |
| 30D | +8.9% | -2.7% | +11.6% | +10.2% |
| 3M | +22.0% | +8.9% | +13.1% | +16.9% |
| 6M | +37.8% | -2.9% | +40.7% | +37.7% |
| YTD | +37.3% | +12.6% | +24.7% | +25.9% |
| 1Y | +21.6% | +17.5% | +4.1% | +8.9% |
| 3Y | +41.5% | +46.2% | -4.7% | +6.6% |
| All | +41.5% | +45.6% | -4.1% | +6.6% |
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