+399.9%
GH vs HAS
+16.5%
+383.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.7% |
| 7D | -2.1% | -3.1% | +1.0% | -0.9% |
| 30D | -4.5% | -2.7% | -1.7% | -3.6% |
| 3M | +28.9% | +8.9% | +20.0% | +23.7% |
| 6M | +76.5% | -2.9% | +79.4% | +75.4% |
| YTD | +57.6% | +12.6% | +45.0% | +46.7% |
| 1Y | +167.5% | +17.5% | +150.1% | +143.3% |
| 3Y | +377.4% | +46.2% | +331.2% | +280.9% |
| 5Y | +23.8% | +12.6% | +11.3% | +8.0% |
| All | +399.9% | +16.5% | +383.4% | +297.7% |
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