+47.7%
HAS vs BB
-17.6%
+65.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | +1.4% | +1.8% | -0.5% | +1.1% |
| 30D | +26.3% | +8.1% | +18.1% | +24.6% |
| 3M | +25.6% | -1.0% | +26.6% | +24.8% |
| 6M | +30.3% | +45.9% | -15.7% | +19.5% |
| YTD | +50.4% | +134.8% | -84.5% | +26.3% |
| 1Y | +57.7% | +104.6% | -46.9% | +35.2% |
| 3Y | +213.4% | +152.8% | +60.5% | +143.6% |
| All | +47.7% | -17.6% | +65.3% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling