+212.5%
GM vs HAS
+99.1%
+113.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -0.9% | -2.1% |
| 7D | -3.4% | +1.6% | -5.1% | -4.1% |
| 30D | +2.7% | +26.6% | -23.9% | -8.2% |
| 3M | -0.4% | +29.0% | -29.4% | -11.7% |
| 6M | +13.3% | +30.6% | -17.3% | -0.8% |
| YTD | +6.8% | +51.5% | -44.8% | -13.2% |
| 1Y | +21.1% | +58.5% | -37.4% | -3.6% |
| 3Y | +231.0% | +214.1% | +16.9% | +83.3% |
| 5Y | +41.9% | +50.2% | -8.3% | +10.6% |
| All | +212.5% | +99.1% | +113.4% | +100.5% |
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