+60.2%
HAS vs GAP
-5.7%
+65.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | -0.2% | -3.8% | +3.6% | +0.4% |
| 30D | +31.0% | -9.0% | +40.1% | +32.6% |
| 3M | +30.7% | +5.5% | +25.2% | +29.2% |
| 6M | +23.9% | -11.1% | +35.0% | +25.8% |
| YTD | +48.3% | -13.6% | +61.9% | +49.7% |
| 1Y | +60.2% | -2.9% | +63.1% | +55.0% |
| All | +60.2% | -5.7% | +65.9% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling