+231.3%
GM vs HAS
+54.3%
+177.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | -1.1% | -4.8% | +3.7% | +1.1% |
| 30D | -4.6% | -5.1% | +0.6% | -2.3% |
| 3M | +0.2% | +6.4% | -6.2% | -2.7% |
| 6M | +12.6% | -5.6% | +18.3% | +14.5% |
| YTD | +3.7% | +11.0% | -7.3% | -2.4% |
| 1Y | +45.6% | +16.8% | +28.8% | +33.5% |
| 3Y | +162.0% | +44.0% | +117.9% | +110.1% |
| 5Y | +80.5% | +11.0% | +69.5% | +61.8% |
| 10Y | +231.3% | +56.0% | +175.3% | +149.1% |
| All | +231.3% | +54.3% | +177.1% | +149.1% |
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