-46.1%
BROS vs HAS
+49.4%
-95.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -2.8% |
| 7D | -2.5% | +1.6% | -4.1% | -3.2% |
| 30D | -11.2% | +26.6% | -37.9% | -20.3% |
| 3M | -33.9% | +29.0% | -62.9% | -41.2% |
| 6M | -33.5% | +30.6% | -64.1% | -41.9% |
| YTD | -44.9% | +51.5% | -96.5% | -55.8% |
| 1Y | -41.5% | +58.5% | -100.0% | -54.0% |
| 3Y | +22.4% | +214.1% | -191.7% | -36.4% |
| All | -46.1% | +49.4% | -95.5% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling