+174.3%
BKNG vs HAS
+97.5%
+76.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | -0.7% | +26.3% | -27.0% | -8.4% |
| 3M | -25.0% | +25.6% | -50.6% | -30.7% |
| 6M | +3.4% | +30.3% | -26.8% | -6.0% |
| YTD | -25.0% | +50.4% | -75.3% | -35.3% |
| 1Y | -20.7% | +57.7% | -78.4% | -32.8% |
| 3Y | +30.9% | +213.4% | -182.4% | -16.1% |
| 5Y | +66.6% | +49.1% | +17.5% | +38.4% |
| All | +174.3% | +97.5% | +76.7% | +95.1% |
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