+37.8%
GEV vs HAS
+63.0%
-25.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.9% |
| 7D | -13.2% | +3.3% | -16.5% | -13.3% |
| 30D | -20.6% | +30.5% | -51.2% | -22.3% |
| 3M | -19.5% | +29.9% | -49.4% | -21.2% |
| 6M | -23.3% | +26.5% | -49.8% | -24.3% |
| YTD | +22.2% | +51.9% | -29.7% | +12.8% |
| 1Y | +37.8% | +60.9% | -23.1% | +25.9% |
| All | +37.8% | +63.0% | -25.2% | +25.9% |
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