+620.7%
GEV vs HAS
+85.0%
+535.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.3% | -1.8% | +5.1% | +3.7% |
| 30D | -7.5% | +2.3% | -9.7% | -8.0% |
| 3M | -2.2% | +10.4% | -12.5% | -4.9% |
| 6M | +12.1% | -3.2% | +15.3% | +12.3% |
| YTD | +44.4% | +15.4% | +29.0% | +37.5% |
| 1Y | +57.7% | +18.8% | +38.9% | +48.6% |
| All | +620.7% | +85.0% | +535.7% | +505.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling