-35.9%
BTDR vs HAS
+47.9%
-83.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | -7.4% | +3.3% | -10.6% | -8.4% |
| 30D | -33.4% | +30.5% | -64.0% | -39.8% |
| 3M | -26.3% | +29.9% | -56.2% | -33.4% |
| 6M | -52.4% | +26.5% | -79.0% | -57.0% |
| YTD | -42.8% | +51.9% | -94.8% | -52.2% |
| 1Y | -63.7% | +60.9% | -124.6% | -70.3% |
| 3Y | +61.5% | +215.0% | -153.5% | +4.8% |
| 5Y | -35.6% | +51.5% | -87.1% | -56.1% |
| All | -35.9% | +47.9% | -83.8% | -56.5% |
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