+15.5%
GLXY vs HAS
+46.5%
-31.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +13.4% | -1.8% | +15.2% | +14.5% |
| 30D | +38.1% | +2.3% | +35.8% | +36.3% |
| 3M | -7.3% | +10.4% | -17.7% | -12.9% |
| 6M | +8.2% | -3.2% | +11.4% | +8.7% |
| YTD | +17.8% | +15.4% | +2.3% | +3.7% |
| 1Y | +14.9% | +18.8% | -3.9% | -0.9% |
| All | +15.5% | +46.5% | -31.0% | -13.9% |
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