+534.9%
GEV vs HAS
+141.7%
+393.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.8% |
| 7D | -3.8% | +2.2% | -6.0% | -4.2% |
| 30D | -17.4% | +29.6% | -47.0% | -21.8% |
| 3M | -16.2% | +30.3% | -46.5% | -20.9% |
| 6M | -20.2% | +25.6% | -45.8% | -24.2% |
| YTD | +27.2% | +50.8% | -23.6% | +14.4% |
| 1Y | +44.6% | +63.0% | -18.5% | +27.2% |
| All | +534.9% | +141.7% | +393.2% | +403.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling