+102.2%
HAS vs BAH
+210.6%
-108.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | +30.5% | +18.2% | +12.3% | +25.2% |
| 3M | +29.9% | +13.1% | +16.8% | +25.6% |
| 6M | +26.5% | +15.2% | +11.4% | +21.1% |
| YTD | +51.9% | +6.0% | +45.9% | +46.6% |
| 1Y | +60.9% | +3.1% | +57.8% | +56.2% |
| 3Y | +215.0% | -26.2% | +241.2% | +220.7% |
| 5Y | +51.5% | +9.3% | +42.2% | +29.8% |
| 10Y | +102.2% | +212.3% | -110.0% | +27.8% |
| All | +102.2% | +210.6% | -108.4% | +27.8% |
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