+12.9%
HAS vs GAP
+9.0%
+4.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -1.8% | -4.5% | +2.7% | -1.0% |
| 30D | +2.3% | +9.0% | -6.8% | +0.4% |
| 3M | +10.4% | +5.0% | +5.4% | +8.9% |
| 6M | -3.2% | -17.8% | +14.6% | -0.8% |
| YTD | +15.4% | -10.4% | +25.8% | +16.1% |
| 1Y | +18.8% | -3.4% | +22.2% | +17.4% |
| 3Y | +43.9% | +111.5% | -67.5% | +15.5% |
| All | +12.9% | +9.0% | +4.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling