+121.6%
GLD vs HAS
+51.1%
+70.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.8% |
| 7D | +4.9% | +2.2% | +2.8% | +4.9% |
| 30D | -1.3% | +29.6% | -30.9% | -2.1% |
| 3M | -4.8% | +30.3% | -35.0% | -5.6% |
| 6M | -12.5% | +25.6% | -38.1% | -13.3% |
| YTD | -4.2% | +50.8% | -55.1% | -5.5% |
| 1Y | +3.0% | +63.0% | -60.0% | +1.5% |
| 3Y | +109.1% | +211.6% | -102.5% | +102.8% |
| 5Y | +121.6% | +50.4% | +71.2% | +116.4% |
| All | +121.6% | +51.1% | +70.5% | +116.4% |
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