+92.6%
GWW vs HAS
+181.4%
-88.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.0% | -0.2% | +6.1% | +6.1% |
| 30D | +14.0% | +31.0% | -17.0% | +7.1% |
| 3M | +12.5% | +30.7% | -18.1% | +5.7% |
| 6M | +23.6% | +23.9% | -0.3% | +17.3% |
| YTD | +43.6% | +48.3% | -4.7% | +30.3% |
| 1Y | +52.5% | +60.2% | -7.7% | +36.0% |
| 3Y | +92.6% | +189.2% | -96.6% | +52.7% |
| All | +92.6% | +181.4% | -88.8% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling