+27.0%
BROS vs HAS
+16.4%
+10.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -6.7% | -1.8% | -4.9% | -5.9% |
| 30D | -29.1% | +2.3% | -31.3% | -29.9% |
| 3M | -16.7% | +10.4% | -27.1% | -20.8% |
| 6M | -11.6% | -3.2% | -8.4% | -11.5% |
| YTD | -23.9% | +15.4% | -39.3% | -30.4% |
| 1Y | -34.8% | +18.8% | -53.6% | -41.1% |
| 3Y | +62.1% | +43.9% | +18.1% | +30.4% |
| All | +27.0% | +16.4% | +10.6% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling