+75.6%
BND vs HAS
+655.0%
-579.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -0.1% | +3.3% | -3.4% | -0.1% |
| 30D | +1.7% | +30.5% | -28.9% | +1.7% |
| 3M | -0.4% | +29.9% | -30.2% | -0.3% |
| 6M | -1.3% | +26.5% | -27.8% | -1.2% |
| YTD | -0.7% | +51.9% | -52.6% | -0.5% |
| 1Y | -0.3% | +60.9% | -61.2% | -0.2% |
| 3Y | +14.5% | +215.0% | -200.5% | +15.1% |
| 5Y | -1.2% | +51.5% | -52.7% | -1.2% |
| 10Y | +17.7% | +102.2% | -84.5% | +18.5% |
| All | +75.6% | +655.0% | -579.4% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling