-38.1%
GLXY vs HAS
+92.8%
-130.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -16.2% | +3.3% | -19.4% | -17.3% |
| 30D | -30.6% | +30.5% | -61.1% | -38.3% |
| 3M | -27.7% | +29.9% | -57.6% | -35.7% |
| 6M | -53.3% | +26.5% | -79.9% | -58.2% |
| YTD | -36.9% | +51.9% | -88.8% | -50.8% |
| 1Y | -55.6% | +60.9% | -116.5% | -66.8% |
| All | -38.1% | +92.8% | -130.9% | -59.2% |
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 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