-34.7%
GFS vs HAS
+50.4%
-85.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.4% |
| 7D | -7.8% | -0.2% | -7.7% | -7.8% |
| 30D | -19.7% | +31.0% | -50.7% | -28.5% |
| 3M | -23.1% | +30.7% | -53.8% | -31.7% |
| 6M | -46.4% | +23.9% | -70.3% | -51.8% |
| YTD | +11.0% | +48.3% | -37.3% | -8.9% |
| 1Y | +12.6% | +60.2% | -47.6% | -10.9% |
| 3Y | -24.9% | +189.2% | -214.2% | -56.6% |
| All | -34.7% | +50.4% | -85.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling