+675.5%
BE vs HAS
+60.8%
+614.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.0% |
| 7D | -1.2% | +2.2% | -3.4% | -2.3% |
| 30D | -30.9% | +29.6% | -60.5% | -40.8% |
| 3M | -11.6% | +30.3% | -41.9% | -25.1% |
| 6M | -25.7% | +25.6% | -51.3% | -37.0% |
| YTD | +123.1% | +50.8% | +72.3% | +67.0% |
| 1Y | +43.4% | +63.0% | -19.6% | +1.8% |
| 3Y | +1,683.6% | +211.6% | +1,472.0% | +675.6% |
| 5Y | +465.4% | +50.4% | +415.0% | +302.4% |
| All | +675.5% | +60.8% | +614.7% | +304.2% |
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