+104.5%
HAS vs GDDY
+368.0%
-263.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -4.8% | -8.1% | +3.3% | -3.0% |
| 30D | -5.1% | +2.3% | -7.4% | -6.0% |
| 3M | +6.4% | +14.7% | -8.4% | +1.4% |
| 6M | -5.6% | +2.1% | -7.7% | -8.1% |
| YTD | +11.0% | -24.6% | +35.5% | +16.2% |
| 1Y | +16.8% | -37.1% | +53.9% | +28.3% |
| 3Y | +44.0% | +25.5% | +18.5% | +27.5% |
| 5Y | +11.0% | +24.2% | -13.2% | -2.8% |
| 10Y | +56.0% | +191.6% | -135.6% | +15.4% |
| All | +104.5% | +368.0% | -263.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling