+30.3%
BIL vs HAS
+423.8%
-393.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.1% |
| 30D | +0.3% | +2.3% | -1.9% | +0.3% |
| 3M | +0.9% | +10.4% | -9.4% | +1.0% |
| 6M | +1.8% | -3.2% | +5.1% | +1.8% |
| YTD | +2.4% | +15.4% | -13.0% | +2.5% |
| 1Y | +3.7% | +18.8% | -15.1% | +3.7% |
| 3Y | +14.2% | +43.9% | -29.8% | +14.2% |
| 5Y | +19.4% | +13.9% | +5.5% | +19.4% |
| 10Y | +25.2% | +56.4% | -31.2% | +25.3% |
| All | +30.3% | +423.8% | -393.4% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling