+142.2%
BP vs HAS
+97.5%
+44.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | -5.3% | +26.3% | -31.6% | -11.3% |
| 3M | +9.3% | +25.6% | -16.3% | +2.3% |
| 6M | +7.2% | +30.3% | -23.0% | -1.1% |
| YTD | +38.0% | +50.4% | -12.3% | +20.7% |
| 1Y | +33.2% | +57.7% | -24.5% | +14.7% |
| 3Y | +50.3% | +213.4% | -163.1% | +1.3% |
| 5Y | +114.1% | +49.1% | +65.0% | +80.7% |
| All | +142.2% | +97.5% | +44.6% | +68.3% |
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