+7,933.5%
BNY vs HAS
+3,509.7%
+4,423.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | +1.5% | -3.1% | +4.6% | +2.5% |
| 30D | +3.3% | -2.7% | +6.0% | +4.2% |
| 3M | +15.3% | +8.9% | +6.4% | +11.6% |
| 6M | +42.5% | -2.9% | +45.4% | +42.2% |
| YTD | +42.1% | +12.6% | +29.5% | +34.7% |
| 1Y | +59.4% | +17.5% | +41.9% | +48.6% |
| 3Y | +291.5% | +46.2% | +245.3% | +227.4% |
| 5Y | +252.3% | +12.6% | +239.8% | +214.8% |
| 10Y | +407.5% | +55.7% | +351.9% | +278.2% |
| All | +7,933.5% | +3,509.7% | +4,423.8% | +2,320.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling