+154.9%
GE vs HAS
+102.4%
+52.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +5.4% | +3.3% | +2.1% | +4.2% |
| 30D | +9.6% | +30.5% | -20.9% | -0.6% |
| 3M | -7.7% | +29.9% | -37.6% | -16.3% |
| 6M | +14.0% | +26.5% | -12.5% | +3.5% |
| YTD | +10.2% | +51.9% | -41.8% | -7.0% |
| 1Y | +8.9% | +60.9% | -52.0% | -10.2% |
| 3Y | +273.7% | +215.0% | +58.7% | +127.9% |
| 5Y | +410.2% | +51.5% | +358.7% | +312.7% |
| All | +154.9% | +102.4% | +52.5% | +80.1% |
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