+100.5%
HAS vs BAH
+220.7%
-120.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.6% |
| 7D | -0.2% | -3.5% | +3.4% | +0.7% |
| 30D | +31.0% | +24.3% | +6.8% | +24.1% |
| 3M | +30.7% | +16.3% | +14.3% | +25.5% |
| 6M | +23.9% | +13.6% | +10.3% | +18.9% |
| YTD | +48.3% | +3.5% | +44.8% | +43.9% |
| 1Y | +60.2% | +2.7% | +57.5% | +55.5% |
| 3Y | +189.2% | -26.6% | +215.8% | +194.1% |
| 5Y | +50.4% | +8.5% | +41.9% | +28.8% |
| All | +100.5% | +220.7% | -120.3% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling