+27.0%
BROS vs HAS
+181.4%
-154.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -21.2% | -0.2% | -21.1% | -21.1% |
| 30D | -11.6% | +31.0% | -42.6% | -19.4% |
| 3M | -36.7% | +30.7% | -67.3% | -42.3% |
| 6M | -42.8% | +23.9% | -66.7% | -47.3% |
| YTD | -44.8% | +48.3% | -93.2% | -53.0% |
| 1Y | -36.5% | +60.2% | -96.8% | -47.5% |
| 3Y | +27.0% | +189.2% | -162.3% | -20.7% |
| All | +27.0% | +181.4% | -154.5% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling