-42.6%
GFS vs HAS
+52.6%
-95.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.7% | -8.2% | -9.2% |
| 7D | -20.7% | 0.0% | -20.7% | -20.7% |
| 30D | -25.2% | +31.3% | -56.6% | -33.5% |
| 3M | -26.3% | +32.1% | -58.4% | -34.8% |
| 6M | -50.7% | +28.1% | -78.8% | -56.3% |
| YTD | +4.5% | +49.1% | -44.6% | -14.3% |
| 1Y | +2.5% | +60.5% | -58.1% | -18.9% |
| 3Y | -30.9% | +183.9% | -214.8% | -59.5% |
| 5Y | -42.6% | +51.2% | -93.8% | -48.3% |
| All | -42.6% | +52.6% | -95.2% | -48.3% |
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