+39.3%
GEHC vs HAS
+138.9%
-99.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.3% |
| 30D | +21.3% | +26.3% | -5.0% | +12.7% |
| 3M | +12.6% | +25.6% | -13.0% | +4.7% |
| 6M | +34.3% | +30.3% | +4.0% | +22.8% |
| YTD | +1.4% | +50.4% | -48.9% | -11.8% |
| 1Y | +12.5% | +57.7% | -45.3% | -3.7% |
| 3Y | +19.2% | +213.4% | -194.2% | -13.0% |
| All | +39.3% | +138.9% | -99.6% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling