+401.3%
GH vs HAS
+19.4%
+381.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.6% |
| 30D | -1.1% | +2.3% | -3.3% | -2.1% |
| 3M | +21.3% | +10.4% | +10.9% | +15.9% |
| 6M | +73.5% | -3.2% | +76.8% | +72.8% |
| YTD | +58.0% | +15.4% | +42.6% | +45.7% |
| 1Y | +163.1% | +18.8% | +144.3% | +138.3% |
| 3Y | +361.0% | +43.9% | +317.1% | +270.6% |
| 5Y | +22.5% | +13.9% | +8.6% | +6.2% |
| All | +401.3% | +19.4% | +381.9% | +295.1% |
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