+215.8%
HAS vs BB
+154.0%
+61.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +0.9% | -1.8% |
| 7D | +1.6% | +9.0% | -7.3% | +0.9% |
| 30D | +26.6% | +7.7% | +18.9% | +25.6% |
| 3M | +29.0% | +4.0% | +25.0% | +28.0% |
| 6M | +30.6% | +46.6% | -16.0% | +23.6% |
| YTD | +51.5% | +140.6% | -89.1% | +34.7% |
| 1Y | +58.5% | +103.1% | -44.6% | +43.5% |
| All | +215.8% | +154.0% | +61.8% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling