+165.7%
HAS vs BTSG
+504.1%
-338.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | +0.2% |
| 7D | +3.3% | +3.8% | -0.5% | +2.8% |
| 30D | +30.5% | +13.7% | +16.8% | +28.3% |
| 3M | +29.9% | +18.0% | +11.9% | +26.8% |
| 6M | +26.5% | +32.2% | -5.7% | +20.7% |
| YTD | +51.9% | +93.6% | -41.6% | +36.3% |
| 1Y | +60.9% | +115.9% | -55.0% | +41.9% |
| All | +165.7% | +504.1% | -338.4% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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