+853.2%
HAS vs BB
+307.3%
+545.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.0% |
| 7D | -0.2% | +3.8% | -4.0% | -0.6% |
| 30D | +31.0% | -0.3% | +31.4% | +30.8% |
| 3M | +30.7% | -0.5% | +31.1% | +30.0% |
| 6M | +23.9% | +45.9% | -22.0% | +17.2% |
| YTD | +48.3% | +130.6% | -82.3% | +33.2% |
| 1Y | +60.2% | +89.2% | -29.0% | +46.6% |
| 3Y | +189.2% | +137.5% | +51.7% | +150.9% |
| 5Y | +50.4% | -20.9% | +71.3% | +42.5% |
| 10Y | +104.2% | +25.4% | +78.8% | +66.4% |
| All | +853.2% | +307.3% | +545.9% | +465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling