+593.0%
BE vs HAS
+58.1%
+534.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.7% |
| 7D | -14.7% | -0.2% | -14.6% | -14.7% |
| 30D | -40.5% | +31.0% | -71.6% | -49.5% |
| 3M | -24.3% | +30.7% | -55.0% | -36.1% |
| 6M | -39.3% | +23.9% | -63.2% | -48.2% |
| YTD | +99.4% | +48.3% | +51.1% | +50.5% |
| 1Y | +26.6% | +60.2% | -33.6% | -9.3% |
| 3Y | +1,616.9% | +189.2% | +1,427.7% | +682.2% |
| 5Y | +441.4% | +50.4% | +391.0% | +284.6% |
| All | +593.0% | +58.1% | +534.9% | +264.3% |
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 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