+121.7%
BP vs HAS
+56.8%
+64.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.9% | -1.8% | +5.7% | +4.4% |
| 30D | +7.6% | +2.3% | +5.4% | +6.9% |
| 3M | +0.7% | +10.4% | -9.7% | -2.5% |
| 6M | +15.5% | -3.2% | +18.7% | +15.2% |
| YTD | +30.8% | +15.4% | +15.4% | +23.3% |
| 1Y | +34.3% | +18.8% | +15.5% | +25.2% |
| 3Y | +35.1% | +43.9% | -8.9% | +15.6% |
| 5Y | +126.8% | +13.9% | +112.9% | +106.2% |
| All | +121.7% | +56.8% | +64.9% | +72.6% |
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