+56.0%
HAS vs BTG
+147.2%
-91.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.6% |
| 7D | -4.8% | +2.4% | -7.2% | -5.0% |
| 30D | -5.1% | +9.5% | -14.6% | -5.9% |
| 3M | +6.4% | +38.5% | -32.1% | +3.3% |
| 6M | -5.6% | +5.6% | -11.3% | -6.7% |
| YTD | +11.0% | +23.9% | -13.0% | +8.1% |
| 1Y | +16.8% | +32.1% | -15.3% | +12.9% |
| 3Y | +44.0% | +103.2% | -59.2% | +33.4% |
| 5Y | +11.0% | +79.7% | -68.7% | +2.7% |
| 10Y | +56.0% | +159.1% | -103.1% | +39.9% |
| All | +56.0% | +147.2% | -91.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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