+128.6%
BP vs HAS
+13.4%
+115.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.9% | -1.8% | +5.7% | +4.2% |
| 30D | +7.6% | +2.3% | +5.4% | +7.2% |
| 3M | +0.7% | +10.4% | -9.7% | -1.1% |
| 6M | +15.5% | -3.2% | +18.7% | +15.5% |
| YTD | +30.8% | +15.4% | +15.4% | +26.1% |
| 1Y | +34.3% | +18.8% | +15.5% | +28.5% |
| 3Y | +35.1% | +43.9% | -8.9% | +23.0% |
| All | +128.6% | +13.4% | +115.2% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling