+1,710.5%
GS vs HAS
+562.6%
+1,147.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -5.7% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -3.1% | +31.3% | -34.5% | -12.9% |
| 3M | -17.7% | +32.1% | -49.8% | -26.2% |
| 6M | -4.6% | +28.1% | -32.7% | -14.4% |
| YTD | +0.3% | +49.1% | -48.8% | -15.5% |
| 1Y | +11.7% | +60.5% | -48.8% | -8.5% |
| 3Y | +183.6% | +183.9% | -0.3% | +79.8% |
| 5Y | +141.0% | +51.2% | +89.7% | +89.7% |
| 10Y | +507.4% | +105.3% | +402.2% | +288.3% |
| All | +1,710.5% | +562.6% | +1,147.9% | +503.4% |
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