+668.7%
BX vs HAS
+54.3%
+614.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.0% |
| 7D | -5.7% | -4.8% | -0.8% | -3.7% |
| 30D | -8.9% | -5.1% | -3.8% | -6.8% |
| 3M | +8.4% | +6.4% | +2.0% | +5.1% |
| 6M | +18.9% | -5.6% | +24.6% | +20.3% |
| YTD | -13.6% | +11.0% | -24.6% | -18.7% |
| 1Y | -22.4% | +16.8% | -39.2% | -28.9% |
| 3Y | +26.0% | +44.0% | -18.0% | +2.5% |
| 5Y | +18.8% | +11.0% | +7.8% | +6.5% |
| 10Y | +668.7% | +56.0% | +612.7% | +479.6% |
| All | +668.7% | +54.3% | +614.5% | +479.6% |
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