+140.1%
BP vs HAS
+99.1%
+41.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.8% |
| 7D | +2.5% | +1.6% | +0.9% | +2.0% |
| 30D | -5.6% | +26.6% | -32.2% | -11.6% |
| 3M | +8.0% | +29.0% | -20.9% | +0.5% |
| 6M | +5.7% | +30.6% | -24.9% | -2.6% |
| YTD | +36.8% | +51.5% | -14.7% | +19.4% |
| 1Y | +30.7% | +58.5% | -27.8% | +12.4% |
| 3Y | +51.6% | +214.1% | -162.5% | +2.1% |
| 5Y | +112.2% | +50.2% | +62.0% | +78.8% |
| All | +140.1% | +99.1% | +41.0% | +66.5% |
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