+104.2%
HAS vs GEN
+156.5%
-52.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +30.9% | +31.2% | -0.3% | +23.8% |
| 3M | +28.8% | +6.1% | +22.7% | +26.5% |
| 6M | +32.3% | +38.1% | -5.8% | +22.5% |
| YTD | +54.7% | +14.4% | +40.3% | +48.3% |
| 1Y | +63.2% | +15.1% | +48.1% | +56.2% |
| 3Y | +220.7% | +68.5% | +152.1% | +182.7% |
| 5Y | +53.3% | +35.8% | +17.5% | +38.3% |
| 10Y | +104.2% | +155.4% | -51.2% | +47.4% |
| All | +104.2% | +156.5% | -52.3% | +47.4% |
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