+168.3%
GM vs HAS
+45.6%
+122.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.4% |
| 7D | +0.4% | -3.1% | +3.5% | +1.5% |
| 30D | -1.8% | -2.7% | +0.9% | -0.9% |
| 3M | +2.6% | +8.9% | -6.3% | -0.4% |
| 6M | +14.6% | -2.9% | +17.5% | +14.9% |
| YTD | +6.2% | +12.6% | -6.4% | +0.7% |
| 1Y | +48.7% | +17.5% | +31.2% | +38.7% |
| 3Y | +168.3% | +46.2% | +122.1% | +126.7% |
| All | +168.3% | +45.6% | +122.7% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling