+746.1%
GLD vs HAS
+1,109.6%
-363.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.8% | +31.3% | -33.1% | -2.1% |
| 3M | -3.6% | +32.1% | -35.7% | -3.9% |
| 6M | -10.2% | +28.1% | -38.4% | -10.5% |
| YTD | -5.3% | +49.1% | -54.4% | -5.7% |
| 1Y | +2.5% | +60.5% | -58.1% | +1.9% |
| 3Y | +103.2% | +183.9% | -80.7% | +101.1% |
| 5Y | +121.1% | +51.2% | +69.9% | +119.4% |
| 10Y | +201.9% | +105.3% | +96.6% | +196.3% |
| All | +746.1% | +1,109.6% | -363.6% | +718.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling