-29.3%
GFS vs HAS
+182.9%
-212.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.7% | -8.2% | -9.3% |
| 7D | -20.7% | 0.0% | -20.7% | -20.7% |
| 30D | -25.2% | +31.3% | -56.6% | -32.3% |
| 3M | -26.3% | +32.1% | -58.4% | -33.6% |
| 6M | -50.7% | +28.1% | -78.8% | -55.6% |
| YTD | +4.5% | +49.1% | -44.6% | -12.5% |
| 1Y | +2.5% | +60.5% | -58.1% | -17.0% |
| All | -29.3% | +182.9% | -212.2% | -56.0% |
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 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