+14,159.6%
GWW vs HAS
+3,598.5%
+10,561.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.4% | -1.8% | +3.2% | +1.8% |
| 30D | +3.3% | +2.3% | +1.0% | +2.7% |
| 3M | +2.9% | +10.4% | -7.4% | +0.2% |
| 6M | +15.8% | -3.2% | +19.0% | +16.0% |
| YTD | +32.0% | +15.4% | +16.6% | +26.7% |
| 1Y | +29.9% | +18.8% | +11.1% | +23.6% |
| 3Y | +91.1% | +43.9% | +47.1% | +69.6% |
| 5Y | +223.9% | +13.9% | +210.0% | +199.1% |
| 10Y | +567.0% | +56.4% | +510.6% | +444.0% |
| All | +14,159.6% | +3,598.5% | +10,561.1% | +6,045.3% |
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