+4,300.8%
HAS vs BBWI
+1,142.2%
+3,158.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.3% |
| 7D | -0.2% | -6.2% | +6.0% | +1.4% |
| 30D | +31.0% | +19.9% | +11.1% | +24.9% |
| 3M | +30.7% | +7.1% | +23.5% | +27.2% |
| 6M | +23.9% | +13.7% | +10.2% | +17.5% |
| YTD | +48.3% | +9.6% | +38.7% | +39.8% |
| 1Y | +60.2% | -1.6% | +61.9% | +52.9% |
| 3Y | +189.2% | -25.9% | +215.1% | +185.8% |
| 5Y | +50.4% | -67.8% | +118.2% | +76.3% |
| 10Y | +104.2% | -43.5% | +147.7% | +72.1% |
| All | +4,300.8% | +1,142.2% | +3,158.6% | +1,185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling