+46.4%
HAS vs GDDY
+28.5%
+17.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +1.0% |
| 7D | -3.1% | -7.0% | +4.0% | -2.3% |
| 30D | -6.4% | +6.2% | -12.6% | -7.1% |
| 3M | +10.4% | +20.0% | -9.7% | +7.5% |
| 6M | -3.7% | +6.8% | -10.5% | -5.1% |
| YTD | +12.5% | -22.3% | +34.8% | +17.3% |
| 1Y | +19.8% | -33.5% | +53.4% | +28.9% |
| All | +46.4% | +28.5% | +17.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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