+2.8%
GLD vs HAS
+66.3%
-63.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.4% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -1.9% | +31.6% | -33.5% | -4.1% |
| 3M | -0.4% | +33.9% | -34.3% | -2.9% |
| 6M | -10.2% | +31.4% | -41.6% | -12.7% |
| YTD | -6.0% | +51.6% | -57.7% | -10.2% |
| 1Y | +2.8% | +65.2% | -62.4% | -4.5% |
| All | +2.8% | +66.3% | -63.5% | -4.5% |
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 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