+710.1%
BX vs HAS
+106.1%
+604.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.1% |
| 7D | +3.3% | +2.2% | +1.1% | +2.4% |
| 30D | +9.6% | +29.6% | -20.0% | -1.9% |
| 3M | -8.7% | +30.3% | -38.9% | -18.5% |
| 6M | +2.2% | +25.6% | -23.4% | -8.1% |
| YTD | -16.2% | +50.8% | -67.0% | -30.9% |
| 1Y | -11.5% | +63.0% | -74.5% | -29.6% |
| 3Y | +41.0% | +211.6% | -170.6% | -17.4% |
| 5Y | +1.1% | +50.4% | -49.3% | -20.3% |
| 10Y | +710.1% | +101.9% | +608.2% | +427.8% |
| All | +710.1% | +106.1% | +604.0% | +427.8% |
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