-21.3%
GFS vs HAS
+54.0%
-75.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.4% |
| 3M | -26.3% | +32.1% | -58.4% | -34.7% |
| 6M | -50.7% | +28.1% | -78.8% | -56.3% |
| YTD | +4.5% | +49.1% | -44.6% | -14.2% |
| 1Y | +2.5% | +60.5% | -58.1% | -18.8% |
| 3Y | -30.9% | +183.9% | -214.8% | -59.4% |
| 5Y | -42.6% | +51.2% | -93.8% | -46.2% |
| All | -21.3% | +54.0% | -75.3% | -26.1% |
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