-8.1%
BROS vs HAS
+52.8%
-60.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -2.8% |
| 7D | -2.5% | +1.6% | -4.1% | -3.1% |
| 30D | -11.2% | +26.6% | -37.9% | -20.0% |
| 3M | -33.9% | +29.0% | -62.9% | -41.0% |
| 6M | -33.5% | +30.6% | -64.1% | -41.6% |
| YTD | -44.9% | +51.5% | -96.5% | -55.4% |
| 1Y | -41.5% | +58.5% | -100.0% | -53.6% |
| 3Y | +22.4% | +214.1% | -191.7% | -34.3% |
| 5Y | -45.7% | +50.2% | -95.9% | -56.8% |
| All | -8.1% | +52.8% | -60.9% | -28.2% |
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