+2,064.0%
GS vs HAS
+412.9%
+1,651.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.9% | -1.8% | +2.7% | +1.6% |
| 30D | -1.6% | +2.3% | -3.8% | -2.5% |
| 3M | -4.5% | +10.4% | -14.8% | -8.5% |
| 6M | +20.9% | -3.2% | +24.1% | +20.8% |
| YTD | +19.9% | +15.4% | +4.5% | +11.7% |
| 1Y | +41.4% | +18.8% | +22.6% | +29.9% |
| 3Y | +239.2% | +43.9% | +195.2% | +179.0% |
| 5Y | +185.0% | +13.9% | +171.1% | +150.4% |
| 10Y | +655.0% | +56.4% | +598.5% | +435.7% |
| All | +2,064.0% | +412.9% | +1,651.1% | +697.4% |
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