+65.2%
HAS vs GME
+15.0%
+50.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.6% |
| 7D | +2.4% | +7.8% | -5.3% | +1.5% |
| 30D | +31.6% | -0.4% | +32.0% | +31.5% |
| 3M | +33.9% | +30.9% | +3.0% | +28.5% |
| 6M | +31.4% | +5.5% | +26.0% | +30.4% |
| YTD | +51.6% | +25.2% | +26.4% | +45.2% |
| 1Y | +65.2% | +14.4% | +50.8% | +58.3% |
| All | +65.2% | +15.0% | +50.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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