+261.6%
BN vs HAS
+53.3%
+208.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.7% |
| 7D | -1.2% | -3.1% | +1.9% | 0.0% |
| 30D | -10.9% | -2.7% | -8.2% | -10.0% |
| 3M | -11.1% | +8.9% | -20.0% | -14.3% |
| 6M | -4.4% | -2.9% | -1.4% | -4.3% |
| YTD | -14.1% | +12.6% | -26.8% | -19.0% |
| 1Y | -11.1% | +17.5% | -28.5% | -17.6% |
| 3Y | +75.6% | +46.2% | +29.3% | +45.9% |
| 5Y | +35.8% | +12.6% | +23.2% | +21.6% |
| 10Y | +261.6% | +55.7% | +205.9% | +182.6% |
| All | +261.6% | +53.3% | +208.3% | +182.6% |
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