+104.8%
GLD vs HAS
+182.9%
-78.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.8% | +31.3% | -33.1% | -3.1% |
| 3M | -3.6% | +32.1% | -35.7% | -5.0% |
| 6M | -10.2% | +28.1% | -38.4% | -11.5% |
| YTD | -5.3% | +49.1% | -54.4% | -7.2% |
| 1Y | +2.5% | +60.5% | -58.1% | +0.1% |
| All | +104.8% | +182.9% | -78.1% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling