-22.8%
GIS vs HAS
+10.2%
-33.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -8.3% | -3.1% | -5.2% | -8.0% |
| 30D | +2.2% | -2.7% | +4.9% | +2.4% |
| 3M | +15.7% | +8.9% | +6.8% | +14.8% |
| 6M | -12.0% | -2.9% | -9.0% | -11.9% |
| YTD | -15.0% | +12.6% | -27.6% | -16.0% |
| 1Y | -20.1% | +17.5% | -37.6% | -21.3% |
| 3Y | -34.6% | +46.2% | -80.8% | -37.3% |
| 5Y | -22.8% | +12.6% | -35.4% | -21.1% |
| All | -22.8% | +10.2% | -33.1% | -21.1% |
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 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