+4,490.0%
HAS vs GAP
+2,180.4%
+2,309.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.2% |
| 7D | +2.0% | -9.3% | +11.4% | +4.1% |
| 30D | +30.9% | -5.5% | +36.4% | +32.3% |
| 3M | +28.8% | +3.5% | +25.3% | +27.1% |
| 6M | +32.3% | +0.7% | +31.6% | +30.3% |
| YTD | +54.7% | -13.4% | +68.0% | +56.2% |
| 1Y | +63.2% | -7.7% | +70.9% | +62.3% |
| 3Y | +220.7% | +74.4% | +146.3% | +161.0% |
| 5Y | +53.3% | +5.3% | +48.0% | +31.7% |
| 10Y | +104.2% | +4.7% | +99.6% | +53.2% |
| All | +4,490.0% | +2,180.4% | +2,309.6% | +1,349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling