+101.9%
HAS vs GME
+520.4%
-418.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | +2.2% | +5.8% | -3.6% | +2.0% |
| 30D | +29.6% | -3.7% | +33.2% | +29.7% |
| 3M | +30.3% | +33.6% | -3.3% | +28.8% |
| 6M | +25.6% | +5.4% | +20.2% | +25.2% |
| YTD | +50.8% | +27.4% | +23.4% | +49.2% |
| 1Y | +63.0% | +19.0% | +44.0% | +61.7% |
| 3Y | +211.6% | +101.5% | +110.1% | +192.1% |
| 5Y | +50.4% | -50.5% | +100.8% | +44.1% |
| 10Y | +101.9% | +493.3% | -391.5% | +21.9% |
| All | +101.9% | +520.4% | -418.5% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling