+101.9%
HAS vs BB
+33.0%
+68.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.0% |
| 7D | +2.2% | +15.0% | -12.8% | +0.5% |
| 30D | +29.6% | +3.5% | +26.1% | +28.7% |
| 3M | +30.3% | +2.7% | +27.6% | +29.0% |
| 6M | +25.6% | +44.7% | -19.1% | +17.6% |
| YTD | +50.8% | +143.3% | -92.5% | +31.4% |
| 1Y | +63.0% | +102.2% | -39.2% | +45.1% |
| 3Y | +211.6% | +156.1% | +55.5% | +158.7% |
| 5Y | +50.4% | -17.6% | +68.0% | +38.1% |
| 10Y | +101.9% | +29.0% | +72.9% | +38.1% |
| All | +101.9% | +33.0% | +68.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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