+55.7%
HAS vs GME
+237.1%
-181.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -2.7% | -1.4% | -1.3% | -2.7% |
| 3M | +8.9% | -15.1% | +24.1% | +9.5% |
| 6M | -2.9% | -22.5% | +19.6% | -2.1% |
| YTD | +12.6% | -5.9% | +18.6% | +12.8% |
| 1Y | +17.5% | -18.6% | +36.1% | +18.1% |
| 3Y | +46.2% | +6.7% | +39.5% | +40.1% |
| 5Y | +12.6% | -62.0% | +74.6% | +8.9% |
| 10Y | +55.7% | +239.5% | -183.8% | +2.3% |
| All | +55.7% | +237.1% | -181.5% | +2.3% |
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 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