+55.7%
HAS vs GAP
+34.2%
+21.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.5% |
| 30D | -2.7% | +9.3% | -12.0% | -4.8% |
| 3M | +8.9% | +6.1% | +2.8% | +7.1% |
| 6M | -2.9% | -2.3% | -0.6% | -3.7% |
| YTD | +12.6% | -10.6% | +23.2% | +13.4% |
| 1Y | +17.5% | -4.4% | +21.9% | +16.1% |
| 3Y | +46.2% | +118.3% | -72.1% | +13.0% |
| 5Y | +12.6% | +12.2% | +0.4% | -4.8% |
| 10Y | +55.7% | +33.7% | +22.0% | +8.3% |
| All | +55.7% | +34.2% | +21.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling