+25.3%
BIL vs HAS
+53.3%
-28.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +0.3% | -2.7% | +3.0% | +0.3% |
| 3M | +0.9% | +8.9% | -8.0% | +0.9% |
| 6M | +1.8% | -2.9% | +4.7% | +1.8% |
| YTD | +2.5% | +12.6% | -10.2% | +2.5% |
| 1Y | +3.7% | +17.5% | -13.8% | +3.7% |
| 3Y | +14.1% | +46.2% | -32.1% | +14.1% |
| 5Y | +19.4% | +12.6% | +6.8% | +19.4% |
| 10Y | +25.3% | +55.7% | -30.4% | +25.2% |
| All | +25.3% | +53.3% | -28.0% | +25.2% |
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