+97.7%
BLK vs HAS
+212.5%
-114.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +3.7% | +1.4% | +2.4% | +3.3% |
| 30D | +13.9% | +26.3% | -12.4% | +6.2% |
| 3M | +3.9% | +25.6% | -21.7% | -3.0% |
| 6M | +13.0% | +30.3% | -17.3% | +3.7% |
| YTD | +16.1% | +50.4% | -34.2% | +1.4% |
| 1Y | +16.8% | +57.7% | -40.9% | +0.4% |
| 3Y | +97.7% | +213.4% | -115.7% | +35.5% |
| All | +97.7% | +212.5% | -114.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling