+12.6%
GFS vs HAS
+59.5%
-46.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | -7.8% | -0.2% | -7.7% | -7.8% |
| 30D | -19.7% | +31.0% | -50.7% | -23.0% |
| 3M | -23.1% | +30.7% | -53.8% | -26.4% |
| 6M | -46.4% | +23.9% | -70.3% | -48.7% |
| YTD | +11.0% | +48.3% | -37.3% | -2.0% |
| 1Y | +12.6% | +60.2% | -47.6% | -3.0% |
| All | +12.6% | +59.5% | -46.8% | -3.0% |
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