+47.7%
HAS vs GAP
+2.1%
+45.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | +1.4% | -1.9% | +3.3% | +1.7% |
| 30D | +26.3% | -7.1% | +33.3% | +27.8% |
| 3M | +25.6% | +4.1% | +21.5% | +24.0% |
| 6M | +30.3% | +1.9% | +28.3% | +28.2% |
| YTD | +50.4% | -15.2% | +65.6% | +52.4% |
| 1Y | +57.7% | -10.6% | +68.3% | +58.0% |
| 3Y | +213.4% | +74.6% | +138.8% | +161.2% |
| All | +47.7% | +2.1% | +45.6% | +18.6% |
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