+393.1%
GH vs HAS
+56.0%
+337.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +4.6% |
| 7D | -7.0% | +2.2% | -9.2% | -7.8% |
| 30D | -5.2% | +29.6% | -34.8% | -14.5% |
| 3M | -5.8% | +30.3% | -36.0% | -15.4% |
| 6M | +65.9% | +25.6% | +40.3% | +49.2% |
| YTD | +55.5% | +50.8% | +4.6% | +28.7% |
| 1Y | +64.2% | +63.0% | +1.2% | +31.3% |
| 3Y | +606.0% | +211.6% | +394.5% | +310.4% |
| 5Y | +47.3% | +50.4% | -3.1% | +14.5% |
| All | +393.1% | +56.0% | +337.1% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling