+101.9%
HAS vs BAH
+218.8%
-116.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | +29.6% | +17.3% | +12.3% | +24.5% |
| 3M | +30.3% | +14.9% | +15.4% | +25.5% |
| 6M | +25.6% | +14.2% | +11.4% | +20.4% |
| YTD | +50.8% | +5.1% | +45.7% | +45.8% |
| 1Y | +63.0% | +2.1% | +60.9% | +58.6% |
| 3Y | +211.6% | -26.0% | +237.6% | +216.6% |
| 5Y | +50.4% | +9.0% | +41.4% | +28.8% |
| 10Y | +101.9% | +208.8% | -106.9% | +28.6% |
| All | +101.9% | +218.8% | -116.9% | +28.6% |
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