+211.6%
GM vs HAS
+97.5%
+114.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | +3.6% | +26.3% | -22.7% | -7.3% |
| 3M | -0.2% | +25.6% | -25.8% | -10.5% |
| 6M | +13.9% | +30.3% | -16.3% | -0.1% |
| YTD | +6.5% | +50.4% | -43.9% | -13.2% |
| 1Y | +20.7% | +57.7% | -37.1% | -3.8% |
| 3Y | +229.5% | +213.4% | +16.1% | +82.6% |
| 5Y | +41.5% | +49.1% | -7.6% | +10.7% |
| All | +211.6% | +97.5% | +114.0% | +100.6% |
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