+15.5%
GEHC vs HAS
+83.3%
-67.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -4.0% | -1.8% | -2.2% | -3.4% |
| 30D | -2.0% | +2.3% | -4.2% | -2.7% |
| 3M | +8.0% | +10.4% | -2.4% | +4.4% |
| 6M | -12.8% | -3.2% | -9.5% | -12.5% |
| YTD | -15.9% | +15.4% | -31.3% | -20.5% |
| 1Y | -6.9% | +18.8% | -25.7% | -12.9% |
| 3Y | 0.0% | +43.9% | -44.0% | -15.9% |
| All | +15.5% | +83.3% | -67.9% | -7.5% |
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