+18.8%
HAS vs BAH
-28.2%
+47.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -1.8% | -3.2% | +1.4% | -1.6% |
| 30D | +2.3% | +2.0% | +0.3% | +2.1% |
| 3M | +10.4% | -7.6% | +18.0% | +11.0% |
| 6M | -3.2% | -5.7% | +2.4% | -3.0% |
| YTD | +15.4% | -11.7% | +27.1% | +14.4% |
| 1Y | +18.8% | -27.4% | +46.2% | +23.1% |
| All | +18.8% | -28.2% | +47.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling