+101.9%
HAS vs GEN
+166.9%
-65.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +29.6% | +28.2% | +1.4% | +23.1% |
| 3M | +30.3% | +2.6% | +27.7% | +28.8% |
| 6M | +25.6% | +32.7% | -7.1% | +17.2% |
| YTD | +50.8% | +11.3% | +39.6% | +45.3% |
| 1Y | +63.0% | +17.9% | +45.1% | +55.1% |
| 3Y | +211.6% | +66.3% | +145.3% | +175.3% |
| 5Y | +50.4% | +31.7% | +18.7% | +36.5% |
| 10Y | +101.9% | +150.0% | -48.1% | +46.3% |
| All | +101.9% | +166.9% | -65.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling