-3.8%
BROS vs HAS
+53.2%
-57.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -19.0% | +3.3% | -22.3% | -20.0% |
| 30D | -7.3% | +30.5% | -37.8% | -17.6% |
| 3M | -31.2% | +29.9% | -61.1% | -38.8% |
| 6M | -33.0% | +26.5% | -59.6% | -40.3% |
| YTD | -42.4% | +51.9% | -94.3% | -53.4% |
| 1Y | -37.7% | +60.9% | -98.6% | -51.0% |
| 3Y | +28.2% | +215.0% | -186.8% | -31.3% |
| 5Y | -43.4% | +51.5% | -94.9% | -54.9% |
| All | -3.8% | +53.2% | -57.0% | -24.9% |
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