+44.9%
BP vs HAS
+215.8%
-170.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -6.3% | +3.3% | -9.6% | -6.7% |
| 30D | -3.6% | +30.5% | -34.2% | -6.5% |
| 3M | +5.2% | +29.9% | -24.6% | +2.1% |
| 6M | +5.3% | +26.5% | -21.2% | +2.5% |
| YTD | +33.1% | +51.9% | -18.8% | +24.6% |
| 1Y | +26.3% | +60.9% | -34.6% | +16.7% |
| All | +44.9% | +215.8% | -170.8% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling