+12.0%
GEHC vs HAS
+78.9%
-67.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.3% |
| 7D | -5.2% | -3.1% | -2.1% | -4.2% |
| 30D | -7.0% | -2.7% | -4.3% | -6.2% |
| 3M | +3.3% | +8.9% | -5.6% | +0.3% |
| 6M | -10.0% | -2.9% | -7.1% | -9.9% |
| YTD | -18.5% | +12.6% | -31.1% | -22.3% |
| 1Y | -14.4% | +17.5% | -31.9% | -19.6% |
| 3Y | +3.4% | +46.2% | -42.8% | -12.8% |
| All | +12.0% | +78.9% | -67.0% | -9.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling