+967.7%
BX vs HAS
+434.9%
+532.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -4.4% | -1.8% | -2.6% | -3.5% |
| 30D | +0.1% | +2.3% | -2.2% | -1.0% |
| 3M | +16.0% | +10.4% | +5.7% | +9.7% |
| 6M | +21.6% | -3.2% | +24.9% | +21.6% |
| YTD | -8.9% | +15.4% | -24.3% | -17.1% |
| 1Y | -16.6% | +18.8% | -35.4% | -25.6% |
| 3Y | +43.3% | +43.9% | -0.6% | +11.5% |
| 5Y | +25.7% | +13.9% | +11.8% | +9.1% |
| 10Y | +689.5% | +56.4% | +633.1% | +394.6% |
| All | +967.7% | +434.9% | +532.9% | +152.9% |
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