+185.7%
GS vs HAS
+13.4%
+172.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.9% | -1.8% | +2.7% | +1.4% |
| 30D | -1.6% | +2.3% | -3.8% | -2.3% |
| 3M | -4.5% | +10.4% | -14.8% | -7.5% |
| 6M | +20.9% | -3.2% | +24.1% | +21.0% |
| YTD | +19.9% | +15.4% | +4.5% | +13.6% |
| 1Y | +41.4% | +18.8% | +22.6% | +32.6% |
| 3Y | +239.2% | +43.9% | +195.2% | +194.1% |
| All | +185.7% | +13.4% | +172.3% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling