-30.4%
GIS vs HAS
+50.4%
-80.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | +13.9% | +31.0% | -17.1% | +11.1% |
| 3M | +0.3% | +30.7% | -30.3% | -2.2% |
| 6M | +5.0% | +23.9% | -18.9% | +2.7% |
| YTD | -18.4% | +48.3% | -66.7% | -21.4% |
| 1Y | -17.4% | +60.2% | -77.7% | -21.0% |
| 3Y | -36.9% | +189.2% | -226.1% | -42.6% |
| All | -30.4% | +50.4% | -80.8% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling