+250.2%
GM vs HAS
+332.4%
-82.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +0.4% | +3.3% | -2.9% | -1.0% |
| 30D | +7.2% | +30.5% | -23.3% | -5.6% |
| 3M | +1.0% | +29.9% | -28.9% | -10.9% |
| 6M | +13.0% | +26.5% | -13.5% | +0.2% |
| YTD | +9.8% | +51.9% | -42.2% | -11.1% |
| 1Y | +25.9% | +60.9% | -35.0% | -0.7% |
| 3Y | +240.4% | +215.0% | +25.4% | +87.9% |
| 5Y | +56.1% | +51.5% | +4.6% | +20.6% |
| 10Y | +226.7% | +102.2% | +124.5% | +98.6% |
| All | +250.2% | +332.4% | -82.3% | +20.5% |
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 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