-3.4%
BDX vs HAS
+10.2%
-13.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.5% |
| 7D | -4.3% | -3.1% | -1.2% | -3.6% |
| 30D | +1.3% | -2.7% | +4.0% | +1.8% |
| 3M | +20.2% | +8.9% | +11.3% | +18.0% |
| 6M | +8.6% | -2.9% | +11.5% | +8.8% |
| YTD | +19.0% | +12.6% | +6.3% | +15.7% |
| 1Y | +21.2% | +17.5% | +3.7% | +16.8% |
| 3Y | -9.7% | +46.2% | -55.9% | -17.6% |
| 5Y | -3.4% | +12.6% | -16.0% | -7.3% |
| All | -3.4% | +10.2% | -13.6% | -7.3% |
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 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