+101.9%
HAS vs GAP
+20.3%
+81.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.9% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +29.6% | -4.3% | +33.9% | +30.6% |
| 3M | +30.3% | +9.4% | +20.9% | +27.0% |
| 6M | +25.6% | -3.3% | +28.9% | +24.8% |
| YTD | +50.8% | -10.5% | +61.4% | +51.3% |
| 1Y | +63.0% | -2.4% | +65.4% | +60.2% |
| 3Y | +211.6% | +80.1% | +131.5% | +150.7% |
| 5Y | +50.4% | +6.5% | +43.9% | +28.6% |
| 10Y | +101.9% | +14.6% | +87.3% | +36.7% |
| All | +101.9% | +20.3% | +81.6% | +36.7% |
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