+48.9%
HAS vs GAP
+118.2%
-69.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.8% | -4.5% | +2.7% | -1.1% |
| 30D | +2.3% | +9.0% | -6.8% | +0.6% |
| 3M | +10.4% | +5.0% | +5.4% | +9.1% |
| 6M | -3.2% | -17.8% | +14.6% | -1.0% |
| YTD | +15.4% | -10.4% | +25.8% | +16.1% |
| 1Y | +18.8% | -3.4% | +22.2% | +17.5% |
| All | +48.9% | +118.2% | -69.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling