+127.7%
BP vs HAS
+106.1%
+21.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -6.9% | +2.2% | -9.0% | -7.4% |
| 30D | -3.6% | +29.6% | -33.2% | -10.3% |
| 3M | +8.4% | +30.3% | -21.8% | +0.6% |
| 6M | +5.3% | +25.6% | -20.3% | -1.8% |
| YTD | +33.2% | +50.8% | -17.7% | +16.4% |
| 1Y | +28.2% | +63.0% | -34.8% | +9.3% |
| 3Y | +49.2% | +211.6% | -162.3% | +0.9% |
| 5Y | +102.9% | +50.4% | +52.5% | +70.9% |
| 10Y | +127.7% | +101.9% | +25.8% | +59.0% |
| All | +127.7% | +106.1% | +21.6% | +59.0% |
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 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