+486.7%
GS vs HAS
+101.4%
+385.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.2% | -0.2% | -3.1% | -3.1% |
| 30D | -2.4% | +31.0% | -33.4% | -11.1% |
| 3M | -15.7% | +30.7% | -46.4% | -23.2% |
| 6M | -6.8% | +23.9% | -30.7% | -14.3% |
| YTD | -0.1% | +48.3% | -48.4% | -14.0% |
| 1Y | +12.1% | +60.2% | -48.1% | -6.2% |
| 3Y | +185.8% | +189.2% | -3.4% | +87.8% |
| 5Y | +140.1% | +50.4% | +89.7% | +96.5% |
| All | +486.7% | +101.4% | +385.3% | +318.0% |
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 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