+209.2%
BKNG vs HAS
+61.8%
+147.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.8% |
| 7D | -10.0% | -1.1% | -9.0% | -9.6% |
| 30D | -18.1% | -2.8% | -15.3% | -17.2% |
| 3M | +6.3% | +10.1% | -3.8% | +2.9% |
| 6M | +0.8% | -1.4% | +2.2% | +0.8% |
| YTD | -18.4% | +14.2% | -32.6% | -22.6% |
| 1Y | -20.4% | +18.2% | -38.6% | -25.6% |
| 3Y | +39.5% | +48.6% | -9.1% | +16.7% |
| 5Y | +92.7% | +14.2% | +78.4% | +75.4% |
| All | +209.2% | +61.8% | +147.4% | +141.0% |
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