+224.0%
GWW vs HAS
+10.2%
+213.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.1% |
| 7D | -1.5% | -3.1% | +1.6% | -0.8% |
| 30D | +1.1% | -2.7% | +3.8% | +1.7% |
| 3M | -1.0% | +8.9% | -9.9% | -3.2% |
| 6M | +16.3% | -2.9% | +19.2% | +16.4% |
| YTD | +28.5% | +12.6% | +15.9% | +24.2% |
| 1Y | +30.3% | +17.5% | +12.8% | +24.6% |
| 3Y | +91.6% | +46.2% | +45.4% | +72.8% |
| 5Y | +224.0% | +12.6% | +211.4% | +220.2% |
| All | +224.0% | +10.2% | +213.8% | +220.2% |
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