+162.4%
GE vs HAS
+106.1%
+56.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.2% |
| 7D | +6.3% | +2.2% | +4.1% | +5.5% |
| 30D | +8.9% | +29.6% | -20.7% | -1.0% |
| 3M | -9.2% | +30.3% | -39.5% | -17.7% |
| 6M | +13.2% | +25.6% | -12.4% | +3.0% |
| YTD | +9.4% | +50.8% | -41.4% | -7.4% |
| 1Y | +9.8% | +63.0% | -53.2% | -9.9% |
| 3Y | +278.2% | +211.6% | +66.6% | +131.6% |
| 5Y | +396.0% | +50.4% | +345.6% | +302.2% |
| 10Y | +162.4% | +101.9% | +60.5% | +85.7% |
| All | +162.4% | +106.1% | +56.3% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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