+102.3%
BDX vs HAS
+99.1%
+3.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | +15.1% | +26.6% | -11.5% | +10.1% |
| 3M | +18.2% | +29.0% | -10.8% | +12.7% |
| 6M | +48.1% | +30.6% | +17.6% | +40.6% |
| YTD | +44.1% | +51.5% | -7.4% | +33.1% |
| 1Y | +46.4% | +58.5% | -12.1% | +34.1% |
| 3Y | +24.4% | +214.1% | -189.7% | +0.5% |
| 5Y | +26.1% | +50.2% | -24.1% | +13.0% |
| All | +102.3% | +99.1% | +3.2% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling