+59.5%
HAS vs BBWI
-54.5%
+114.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.1% |
| 7D | -1.8% | +1.5% | -3.3% | -2.2% |
| 30D | +2.3% | -5.2% | +7.5% | +3.1% |
| 3M | +10.4% | +11.1% | -0.7% | +6.8% |
| 6M | -3.2% | -13.4% | +10.1% | -2.1% |
| YTD | +15.4% | +0.1% | +15.3% | +12.3% |
| 1Y | +18.8% | -36.1% | +54.9% | +26.7% |
| 3Y | +43.9% | -44.1% | +88.0% | +53.0% |
| 5Y | +13.9% | -66.2% | +80.1% | +30.2% |
| All | +59.5% | -54.5% | +114.0% | +34.1% |
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