+246.5%
GM vs HAS
+228.5%
+18.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +1.9% | -1.8% | +3.7% | +2.8% |
| 30D | -1.4% | +2.3% | -3.6% | -2.4% |
| 3M | +5.9% | +10.4% | -4.5% | +1.1% |
| 6M | +12.4% | -3.2% | +15.6% | +13.0% |
| YTD | +8.6% | +15.4% | -6.8% | +0.3% |
| 1Y | +52.6% | +18.8% | +33.8% | +38.7% |
| 3Y | +169.7% | +43.9% | +125.7% | +115.7% |
| 5Y | +87.5% | +13.9% | +73.7% | +65.4% |
| 10Y | +233.0% | +56.4% | +176.5% | +128.4% |
| All | +246.5% | +228.5% | +18.0% | +36.0% |
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