-1.8%
BROS vs HAS
+52.1%
-53.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +5.9% |
| 7D | -17.9% | +2.2% | -20.1% | -18.5% |
| 30D | -5.4% | +29.6% | -34.9% | -15.6% |
| 3M | -32.1% | +30.3% | -62.3% | -39.7% |
| 6M | -31.7% | +25.6% | -57.3% | -38.9% |
| YTD | -41.2% | +50.8% | -92.0% | -52.3% |
| 1Y | -32.6% | +63.0% | -95.6% | -47.2% |
| 3Y | +32.7% | +211.6% | -178.9% | -28.6% |
| 5Y | -44.2% | +50.4% | -94.6% | -55.5% |
| All | -1.8% | +52.1% | -53.9% | -23.1% |
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