+25.6%
BIL vs HAS
+106.1%
-80.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | 0.0% | +29.6% | -29.6% | 0.0% |
| 3M | +0.6% | +30.3% | -29.7% | +0.6% |
| 6M | +1.5% | +25.6% | -24.1% | +1.5% |
| YTD | +2.8% | +50.8% | -48.0% | +2.8% |
| 1Y | +3.3% | +63.0% | -59.7% | +3.3% |
| 3Y | +13.4% | +211.6% | -198.2% | +13.4% |
| 5Y | +19.8% | +50.4% | -30.6% | +19.8% |
| 10Y | +25.6% | +101.9% | -76.2% | +25.6% |
| All | +25.6% | +106.1% | -80.4% | +25.6% |
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