+12.9%
HAS vs BB
-30.6%
+43.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -5.6% | +3.8% | -1.0% |
| 30D | +2.3% | -11.8% | +14.1% | +3.9% |
| 3M | +10.4% | -25.5% | +35.9% | +13.7% |
| 6M | -3.2% | +121.3% | -124.5% | -17.4% |
| YTD | +15.4% | +103.2% | -87.8% | -0.1% |
| 1Y | +18.8% | +102.6% | -83.8% | +2.1% |
| 3Y | +43.9% | +37.5% | +6.4% | +26.6% |
| All | +12.9% | -30.6% | +43.5% | +2.3% |
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