+101.9%
HAS vs BWA
+101.5%
+0.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | -0.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +29.6% | -16.1% | +45.7% | +37.9% |
| 3M | +30.3% | -24.6% | +54.9% | +43.7% |
| 6M | +25.6% | -15.7% | +41.3% | +31.0% |
| YTD | +50.8% | +15.1% | +35.7% | +36.3% |
| 1Y | +63.0% | +15.9% | +47.2% | +46.6% |
| 3Y | +211.6% | +67.1% | +144.5% | +136.3% |
| 5Y | +50.4% | +34.7% | +15.7% | +19.8% |
| 10Y | +101.9% | +99.5% | +2.4% | +30.3% |
| All | +101.9% | +101.5% | +0.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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