-16.8%
GIS vs HAS
+54.3%
-71.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -8.6% | -4.8% | -3.8% | -8.3% |
| 30D | -0.5% | -5.1% | +4.7% | -0.1% |
| 3M | +11.9% | +6.4% | +5.5% | +11.4% |
| 6M | -11.6% | -5.6% | -5.9% | -11.3% |
| YTD | -16.3% | +11.0% | -27.3% | -17.1% |
| 1Y | -21.8% | +16.8% | -38.5% | -22.8% |
| 3Y | -35.7% | +44.0% | -79.7% | -37.9% |
| 5Y | -22.9% | +11.0% | -33.9% | -24.6% |
| 10Y | -16.8% | +56.0% | -72.8% | -19.6% |
| All | -16.8% | +54.3% | -71.1% | -19.6% |
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