+60.5%
BDX vs HAS
+54.3%
+6.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -3.6% | -4.8% | +1.3% | -2.7% |
| 30D | +0.7% | -5.1% | +5.8% | +1.6% |
| 3M | +19.0% | +6.4% | +12.6% | +17.5% |
| 6M | +10.8% | -5.6% | +16.4% | +11.6% |
| YTD | +20.1% | +11.0% | +9.2% | +17.6% |
| 1Y | +23.1% | +16.8% | +6.3% | +19.3% |
| 3Y | -8.8% | +44.0% | -52.9% | -15.9% |
| 5Y | -1.4% | +11.0% | -12.4% | -6.5% |
| 10Y | +60.5% | +56.0% | +4.5% | +48.7% |
| All | +60.5% | +54.3% | +6.3% | +48.7% |
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