+52.4%
GEV vs HAS
+66.3%
-14.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.4% | -9.4% |
| 7D | -5.1% | +2.4% | -7.6% | -5.2% |
| 30D | -15.8% | +31.6% | -47.4% | -17.8% |
| 3M | -18.2% | +33.9% | -52.0% | -20.3% |
| 6M | -22.4% | +31.4% | -53.8% | -24.3% |
| YTD | +27.7% | +51.6% | -23.9% | +17.8% |
| 1Y | +52.4% | +65.2% | -12.8% | +37.7% |
| All | +52.4% | +66.3% | -14.0% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling