+3,242.4%
HAS vs BRO
+26,306.2%
-23,063.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.6% |
| 7D | -3.1% | -5.4% | +2.3% | -2.1% |
| 30D | -2.7% | -4.3% | +1.6% | -1.9% |
| 3M | +8.9% | +17.8% | -8.9% | +5.4% |
| 6M | -2.9% | -6.8% | +3.8% | -2.2% |
| YTD | +12.6% | -13.8% | +26.4% | +14.9% |
| 1Y | +17.5% | -27.8% | +45.3% | +23.7% |
| 3Y | +46.2% | -4.7% | +50.9% | +45.0% |
| 5Y | +12.6% | +20.6% | -8.1% | +6.3% |
| 10Y | +55.7% | +293.7% | -238.0% | +22.3% |
| All | +3,242.4% | +26,306.2% | -23,063.8% | +2,113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling