+1,833.6%
GS vs HAS
+573.9%
+1,259.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.4% |
| 7D | +0.3% | +2.4% | -2.1% | -0.6% |
| 30D | +3.9% | +31.6% | -27.7% | -6.7% |
| 3M | -11.4% | +33.9% | -45.3% | -21.1% |
| 6M | +3.7% | +31.4% | -27.7% | -7.9% |
| YTD | +7.1% | +51.6% | -44.5% | -10.3% |
| 1Y | +19.7% | +65.2% | -45.5% | -3.1% |
| 3Y | +202.8% | +188.7% | +14.1% | +90.8% |
| 5Y | +156.7% | +55.7% | +101.0% | +99.7% |
| 10Y | +548.7% | +108.8% | +439.9% | +311.9% |
| All | +1,833.6% | +573.9% | +1,259.6% | +540.1% |
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