+216.0%
GLD vs HAS
+56.4%
+159.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | -1.8% | +1.3% | -0.5% |
| 30D | +4.4% | +2.3% | +2.1% | +4.3% |
| 3M | -1.1% | +10.4% | -11.5% | -1.3% |
| 6M | -13.8% | -3.2% | -10.5% | -13.8% |
| YTD | +2.6% | +15.4% | -12.8% | +2.3% |
| 1Y | +24.5% | +18.8% | +5.7% | +24.0% |
| 3Y | +125.8% | +43.9% | +81.9% | +123.4% |
| 5Y | +137.8% | +13.9% | +123.9% | +135.8% |
| All | +216.0% | +56.4% | +159.6% | +199.3% |
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