+127.0%
BP vs HAS
+102.6%
+24.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -6.3% | +3.3% | -9.6% | -7.2% |
| 30D | -3.6% | +30.5% | -34.2% | -10.5% |
| 3M | +5.2% | +29.9% | -24.6% | -2.3% |
| 6M | +5.3% | +26.5% | -21.2% | -2.0% |
| YTD | +33.1% | +51.9% | -18.8% | +16.1% |
| 1Y | +26.3% | +60.9% | -34.6% | +8.1% |
| 3Y | +47.5% | +215.0% | -167.5% | -0.6% |
| 5Y | +106.2% | +51.5% | +54.7% | +73.3% |
| 10Y | +127.0% | +102.2% | +24.7% | +57.9% |
| All | +127.0% | +102.6% | +24.4% | +57.9% |
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