+34.0%
BN vs HAS
+48.2%
-14.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.6% |
| 30D | +14.0% | +26.3% | -12.3% | +3.3% |
| 3M | -9.0% | +25.6% | -34.6% | -17.4% |
| 6M | -8.8% | +30.3% | -39.1% | -19.2% |
| YTD | -10.3% | +50.4% | -60.6% | -25.9% |
| 1Y | -5.8% | +57.7% | -63.5% | -24.0% |
| 3Y | +94.8% | +213.4% | -118.6% | +12.3% |
| All | +34.0% | +48.2% | -14.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling