+23.3%
BTDR vs HAS
+8.0%
+15.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | +14.8% | -4.8% | +19.6% | +16.9% |
| 30D | +41.8% | -5.1% | +46.9% | +44.3% |
| 3M | -29.2% | +6.4% | -35.6% | -31.5% |
| 6M | +66.2% | -5.6% | +71.8% | +67.9% |
| YTD | +10.0% | +11.0% | -1.0% | +3.7% |
| 1Y | -11.0% | +16.8% | -27.8% | -17.9% |
| 3Y | +6.9% | +44.0% | -37.1% | -15.9% |
| 5Y | +24.7% | +11.0% | +13.7% | -4.5% |
| All | +23.3% | +8.0% | +15.3% | -5.6% |
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