+106.2%
BP vs HAS
+51.6%
+54.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -6.3% | +3.3% | -9.6% | -6.8% |
| 30D | -3.6% | +30.5% | -34.2% | -7.5% |
| 3M | +5.2% | +29.9% | -24.6% | +0.9% |
| 6M | +5.3% | +26.5% | -21.2% | +1.3% |
| YTD | +33.1% | +51.9% | -18.8% | +22.7% |
| 1Y | +26.3% | +60.9% | -34.6% | +15.0% |
| 3Y | +47.5% | +215.0% | -167.5% | +15.2% |
| All | +106.2% | +51.6% | +54.7% | +98.6% |
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