+58.0%
HAS vs BNS
+187.0%
-129.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | -3.1% | -2.2% | -0.9% | -1.8% |
| 30D | -6.4% | +4.5% | -10.9% | -9.0% |
| 3M | +10.4% | +14.9% | -4.5% | +1.3% |
| 6M | -3.7% | +32.5% | -36.1% | -18.9% |
| YTD | +12.5% | +28.6% | -16.2% | -3.8% |
| 1Y | +19.8% | +48.4% | -28.5% | -6.1% |
| 3Y | +46.0% | +130.8% | -84.8% | -13.5% |
| 5Y | +12.5% | +94.8% | -82.3% | -26.9% |
| All | +58.0% | +187.0% | -129.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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