-1.1%
BBY vs HAS
+51.6%
-52.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | +10.9% | +3.3% | +7.6% | +9.3% |
| 30D | +19.6% | +30.5% | -10.9% | +5.2% |
| 3M | +27.6% | +29.9% | -2.3% | +12.3% |
| 6M | +79.4% | +26.5% | +52.9% | +58.6% |
| YTD | +61.7% | +51.9% | +9.7% | +28.2% |
| 1Y | +40.3% | +60.9% | -20.6% | +7.9% |
| 3Y | +87.9% | +215.0% | -127.1% | +1.1% |
| All | -1.1% | +51.6% | -52.7% | -19.7% |
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 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