+707.7%
BE vs HAS
+61.5%
+646.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.4% |
| 7D | +20.5% | +1.6% | +18.9% | +19.7% |
| 30D | -23.4% | +26.6% | -50.0% | -33.4% |
| 3M | -14.9% | +29.0% | -43.8% | -27.2% |
| 6M | -28.1% | +30.6% | -58.6% | -40.2% |
| YTD | +132.4% | +51.5% | +80.9% | +73.6% |
| 1Y | +59.4% | +58.5% | +0.9% | +15.4% |
| 3Y | +1,815.8% | +214.1% | +1,601.7% | +729.8% |
| 5Y | +491.3% | +50.2% | +441.1% | +321.7% |
| All | +707.7% | +61.5% | +646.2% | +320.4% |
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