+510.2%
GEV vs HAS
+143.5%
+366.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.0% |
| 7D | -13.2% | +3.3% | -16.5% | -13.7% |
| 30D | -20.6% | +30.5% | -51.2% | -25.0% |
| 3M | -19.5% | +29.9% | -49.4% | -23.9% |
| 6M | -23.3% | +26.5% | -49.8% | -27.3% |
| YTD | +22.2% | +51.9% | -29.7% | +9.8% |
| 1Y | +37.8% | +60.9% | -23.1% | +21.8% |
| All | +510.2% | +143.5% | +366.7% | +383.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling