+213.4%
HAS vs GFI
+214.8%
-1.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.4% | -8.7% | +10.1% | +1.9% |
| 30D | +26.3% | +0.6% | +25.7% | +26.1% |
| 3M | +25.6% | -7.5% | +33.1% | +25.8% |
| 6M | +30.3% | -18.3% | +48.6% | +31.1% |
| YTD | +50.4% | -13.8% | +64.2% | +50.5% |
| 1Y | +57.7% | -8.8% | +66.6% | +57.4% |
| 3Y | +213.4% | +215.8% | -2.5% | +178.6% |
| All | +213.4% | +214.8% | -1.5% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling