+18.8%
HAS vs GFI
+45.3%
-26.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -1.8% | +3.1% | -4.9% | -2.1% |
| 30D | +2.3% | +27.1% | -24.8% | +0.1% |
| 3M | +10.4% | +21.2% | -10.8% | +8.1% |
| 6M | -3.2% | -4.5% | +1.3% | -3.6% |
| YTD | +15.4% | +11.7% | +3.7% | +13.9% |
| 1Y | +18.8% | +46.0% | -27.2% | +15.8% |
| All | +18.8% | +45.3% | -26.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling