+95.6%
BN vs HAS
+181.4%
-85.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +5.3% | -0.2% | +5.5% | +5.5% |
| 30D | +11.9% | +31.0% | -19.1% | +0.7% |
| 3M | -5.7% | +30.7% | -36.4% | -15.2% |
| 6M | -10.6% | +23.9% | -34.5% | -18.3% |
| YTD | -9.4% | +48.3% | -57.7% | -24.0% |
| 1Y | -8.8% | +60.2% | -69.0% | -26.2% |
| 3Y | +95.6% | +189.2% | -93.6% | +17.7% |
| All | +95.6% | +181.4% | -85.8% | +17.7% |
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