+285.2%
BN vs HAS
+106.1%
+179.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +3.2% |
| 7D | +3.6% | +2.2% | +1.5% | +2.9% |
| 30D | +15.9% | +29.6% | -13.7% | +5.0% |
| 3M | -2.3% | +30.3% | -32.6% | -11.8% |
| 6M | -8.4% | +25.6% | -34.0% | -16.7% |
| YTD | -5.9% | +50.8% | -56.7% | -20.6% |
| 1Y | -5.6% | +63.0% | -68.6% | -22.8% |
| 3Y | +104.2% | +211.6% | -107.4% | +28.5% |
| 5Y | +35.5% | +50.4% | -14.9% | +8.8% |
| 10Y | +285.2% | +101.9% | +183.3% | +161.9% |
| All | +285.2% | +106.1% | +179.1% | +161.9% |
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