+92.6%
HAS vs GFI
+1,288.5%
-1,195.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.4% | -8.7% | +10.1% | +1.7% |
| 30D | +26.3% | +0.6% | +25.7% | +26.2% |
| 3M | +25.6% | -7.5% | +33.1% | +25.7% |
| 6M | +30.3% | -18.3% | +48.6% | +30.7% |
| YTD | +50.4% | -13.8% | +64.2% | +50.4% |
| 1Y | +57.7% | -8.8% | +66.6% | +57.5% |
| 3Y | +213.4% | +215.8% | -2.5% | +200.5% |
| 5Y | +49.1% | +301.2% | -252.1% | +40.7% |
| All | +92.6% | +1,288.5% | -1,195.9% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling