+438.8%
GS vs HAS
+97.5%
+341.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +5.9% | +1.4% | +4.5% | +5.4% |
| 30D | +4.3% | +26.3% | -22.0% | -3.7% |
| 3M | -11.7% | +25.6% | -37.3% | -18.4% |
| 6M | -3.2% | +30.3% | -33.4% | -12.4% |
| YTD | +5.8% | +50.4% | -44.6% | -9.4% |
| 1Y | +16.0% | +57.7% | -41.7% | -2.3% |
| 3Y | +199.8% | +213.4% | -13.6% | +91.7% |
| 5Y | +155.5% | +49.1% | +106.4% | +110.1% |
| All | +438.8% | +97.5% | +341.3% | +282.9% |
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