+60.5%
HAS vs BRO
+294.2%
-233.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.1% | -7.3% | +6.3% | +1.9% |
| 30D | -2.8% | -6.9% | +4.0% | -0.1% |
| 3M | +10.1% | +10.7% | -0.6% | +4.8% |
| 6M | -1.4% | -2.7% | +1.3% | -1.4% |
| YTD | +14.2% | -16.3% | +30.5% | +20.9% |
| 1Y | +18.2% | -29.1% | +47.3% | +34.3% |
| 3Y | +48.6% | -7.8% | +56.4% | +42.9% |
| 5Y | +14.2% | +18.7% | -4.5% | -7.9% |
| All | +60.5% | +294.2% | -233.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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