+102.2%
HAS vs BBWI
-44.4%
+146.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +3.3% | -4.2% | +7.5% | +4.2% |
| 30D | +30.5% | +24.9% | +5.7% | +24.1% |
| 3M | +29.9% | +13.2% | +16.7% | +25.4% |
| 6M | +26.5% | +12.1% | +14.4% | +21.2% |
| YTD | +51.9% | +11.1% | +40.9% | +43.8% |
| 1Y | +60.9% | +0.7% | +60.2% | +53.8% |
| 3Y | +215.0% | -23.8% | +238.7% | +211.2% |
| 5Y | +51.5% | -66.9% | +118.4% | +73.4% |
| 10Y | +102.2% | -45.3% | +147.6% | +62.6% |
| All | +102.2% | -44.4% | +146.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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