+60.5%
HAS vs BRKR
+155.3%
-94.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | -1.1% | -8.7% | +7.6% | +1.6% |
| 30D | -2.8% | -9.9% | +7.0% | -0.1% |
| 3M | +10.1% | -3.1% | +13.2% | +8.9% |
| 6M | -1.4% | +45.5% | -46.9% | -15.9% |
| YTD | +14.2% | +13.7% | +0.5% | +4.7% |
| 1Y | +18.2% | +67.4% | -49.2% | -6.0% |
| 3Y | +48.6% | -13.2% | +61.8% | +40.4% |
| 5Y | +14.2% | -39.5% | +53.7% | +19.6% |
| All | +60.5% | +155.3% | -94.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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