+213.4%
HAS vs BWA
+64.0%
+149.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.4% | +4.3% | -2.9% | 0.0% |
| 30D | +26.3% | -13.0% | +39.3% | +31.7% |
| 3M | +25.6% | -24.8% | +50.4% | +36.9% |
| 6M | +30.3% | -23.5% | +53.8% | +39.8% |
| YTD | +50.4% | +13.8% | +36.5% | +32.9% |
| 1Y | +57.7% | +13.4% | +44.3% | +39.4% |
| 3Y | +213.4% | +62.8% | +150.6% | +116.9% |
| All | +213.4% | +64.0% | +149.4% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling