+227.5%
HAS vs BAH
+886.2%
-658.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | +2.3% | +2.0% | +0.3% | +1.7% |
| 3M | +10.4% | -7.6% | +18.0% | +11.8% |
| 6M | -3.2% | -5.7% | +2.4% | -2.9% |
| YTD | +15.4% | -11.7% | +27.1% | +16.7% |
| 1Y | +18.8% | -27.4% | +46.2% | +25.6% |
| 3Y | +43.9% | -32.5% | +76.5% | +49.4% |
| 5Y | +13.9% | -3.3% | +17.2% | +4.8% |
| 10Y | +56.4% | +186.0% | -129.6% | +12.5% |
| All | +227.5% | +886.2% | -658.7% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling