+627.7%
GEV vs HAS
+77.9%
+549.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +3.2% | -4.8% | +8.0% | +4.3% |
| 30D | -4.0% | -5.1% | +1.1% | -3.0% |
| 3M | +3.4% | +6.4% | -3.0% | +1.3% |
| 6M | +14.7% | -5.6% | +20.3% | +15.4% |
| YTD | +45.8% | +11.0% | +34.8% | +40.0% |
| 1Y | +57.4% | +16.8% | +40.6% | +48.8% |
| All | +627.7% | +77.9% | +549.8% | +516.7% |
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 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