-22.5%
GIS vs HAS
+58.1%
-80.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -3.4% | +1.4% | -4.7% | -3.6% |
| 30D | +6.9% | +26.3% | -19.4% | +3.2% |
| 3M | -10.1% | +25.6% | -35.7% | -13.1% |
| 6M | +5.9% | +30.3% | -24.4% | +1.4% |
| YTD | -21.1% | +50.4% | -71.5% | -23.8% |
| 1Y | -22.5% | +57.7% | -80.2% | -25.8% |
| All | -22.5% | +58.1% | -80.6% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling