+38.2%
GEHC vs HAS
+135.6%
-97.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +7.6% | -0.2% | +7.7% | +7.7% |
| 30D | +27.5% | +31.0% | -3.6% | +17.1% |
| 3M | +17.2% | +30.7% | -13.4% | +7.8% |
| 6M | +33.6% | +23.9% | +9.7% | +24.2% |
| YTD | +0.6% | +48.3% | -47.7% | -12.1% |
| 1Y | +11.3% | +60.2% | -48.9% | -5.1% |
| 3Y | +16.5% | +189.2% | -172.7% | -13.8% |
| All | +38.2% | +135.6% | -97.4% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling