+58.0%
HAS vs GFI
+1,081.9%
-1,023.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | -3.1% | -5.1% | +2.1% | -2.9% |
| 30D | -6.4% | +13.4% | -19.8% | -6.8% |
| 3M | +10.4% | +36.2% | -25.9% | +9.1% |
| 6M | -3.7% | -9.8% | +6.2% | -3.7% |
| YTD | +12.5% | +7.7% | +4.8% | +11.8% |
| 1Y | +19.8% | +27.2% | -7.4% | +18.4% |
| 3Y | +46.0% | +300.3% | -254.3% | +38.8% |
| 5Y | +12.5% | +539.8% | -527.3% | +4.6% |
| All | +58.0% | +1,081.9% | -1,023.8% | +47.9% |
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