+1,135.2%
HAS vs BWA
+3,492.4%
-2,357.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.4% |
| 7D | -1.8% | +5.7% | -7.5% | -3.5% |
| 30D | +2.3% | +1.4% | +0.9% | +1.6% |
| 3M | +10.4% | -12.1% | +22.5% | +14.2% |
| 6M | -3.2% | +28.6% | -31.8% | -11.7% |
| YTD | +15.4% | +51.1% | -35.7% | -0.8% |
| 1Y | +18.8% | +55.9% | -37.1% | +0.8% |
| 3Y | +43.9% | +70.1% | -26.2% | +17.1% |
| 5Y | +13.9% | +90.7% | -76.8% | -12.2% |
| 10Y | +56.4% | +154.0% | -97.6% | +5.3% |
| All | +1,135.2% | +3,492.4% | -2,357.1% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling