-2.4%
GFS vs HAS
+19.2%
-21.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +1.0% | -1.8% | +2.8% | +1.8% |
| 30D | -8.6% | +2.3% | -10.9% | -9.6% |
| 3M | -46.5% | +10.4% | -56.9% | -49.1% |
| 6M | -4.8% | -3.2% | -1.6% | -4.9% |
| YTD | +29.7% | +15.4% | +14.2% | +18.8% |
| 1Y | +35.8% | +18.8% | +17.0% | +22.7% |
| 3Y | -18.3% | +43.9% | -62.3% | -33.7% |
| All | -2.4% | +19.2% | -21.6% | +2.4% |
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 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