+642.0%
HAS vs BR
+1,480.9%
-839.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +2.2% | +4.4% | -2.2% | +0.4% |
| 30D | +29.6% | +16.3% | +13.3% | +22.1% |
| 3M | +30.3% | +16.2% | +14.0% | +22.5% |
| 6M | +25.6% | +30.3% | -4.7% | +12.1% |
| YTD | +50.8% | -12.2% | +63.0% | +56.2% |
| 1Y | +63.0% | -11.3% | +74.3% | +68.1% |
| 3Y | +211.6% | +15.2% | +196.3% | +186.3% |
| 5Y | +50.4% | +18.0% | +32.4% | +35.4% |
| 10Y | +101.9% | +268.7% | -166.8% | +16.1% |
| All | +642.0% | +1,480.9% | -839.0% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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