+32.8%
BROS vs HAS
+212.5%
-179.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.8% |
| 7D | +6.3% | +1.4% | +4.9% | +5.8% |
| 30D | -8.3% | +26.3% | -34.6% | -15.5% |
| 3M | -29.8% | +25.6% | -55.4% | -35.1% |
| 6M | -25.8% | +30.3% | -56.1% | -33.0% |
| YTD | -41.4% | +50.4% | -91.7% | -50.3% |
| 1Y | -35.2% | +57.7% | -92.9% | -46.1% |
| 3Y | +32.8% | +213.4% | -180.6% | -23.4% |
| All | +32.8% | +212.5% | -179.7% | -23.4% |
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