+30.8%
BIL vs HAS
+589.6%
-558.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | +3.3% | -3.2% | +0.1% |
| 30D | 0.0% | +30.5% | -30.6% | 0.0% |
| 3M | +0.6% | +29.9% | -29.3% | +0.6% |
| 6M | +1.5% | +26.5% | -25.0% | +1.5% |
| YTD | +2.8% | +51.9% | -49.2% | +2.8% |
| 1Y | +3.3% | +60.9% | -57.6% | +3.4% |
| 3Y | +13.4% | +215.0% | -201.6% | +13.5% |
| 5Y | +19.8% | +51.5% | -31.7% | +19.9% |
| 10Y | +25.7% | +102.2% | -76.6% | +25.8% |
| All | +30.8% | +589.6% | -558.8% | +31.2% |
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 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