+14.8%
HAS vs GDDY
+29.8%
-15.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.2% |
| 7D | -1.1% | -3.2% | +2.1% | -0.4% |
| 30D | -2.8% | +6.8% | -9.6% | -4.4% |
| 3M | +10.1% | +30.5% | -20.4% | +2.4% |
| 6M | -1.4% | +13.3% | -14.7% | -6.0% |
| YTD | +14.2% | -21.0% | +35.1% | +19.9% |
| 1Y | +18.2% | -34.0% | +52.2% | +31.0% |
| 3Y | +48.6% | +33.1% | +15.5% | +22.1% |
| All | +14.8% | +29.8% | -15.0% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling