+100.5%
HAS vs BBWI
-43.7%
+144.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.2% |
| 7D | -0.2% | -6.2% | +6.0% | +1.2% |
| 30D | +31.0% | +19.9% | +11.1% | +25.6% |
| 3M | +30.7% | +7.1% | +23.5% | +27.6% |
| 6M | +23.9% | +13.7% | +10.2% | +18.3% |
| YTD | +48.3% | +9.6% | +38.7% | +40.8% |
| 1Y | +60.2% | -1.6% | +61.9% | +54.0% |
| 3Y | +189.2% | -25.9% | +215.1% | +187.6% |
| 5Y | +50.4% | -67.8% | +118.2% | +73.2% |
| All | +100.5% | -43.7% | +144.2% | +61.5% |
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