+189.2%
HAS vs GME
+79.6%
+109.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.7% |
| 7D | -0.2% | +3.7% | -3.8% | -0.3% |
| 30D | +31.0% | +2.2% | +28.8% | +30.8% |
| 3M | +30.7% | +30.6% | 0.0% | +28.7% |
| 6M | +23.9% | -0.2% | +24.1% | +23.7% |
| YTD | +48.3% | +25.1% | +23.2% | +46.2% |
| 1Y | +60.2% | +17.7% | +42.6% | +58.4% |
| 3Y | +189.2% | +85.7% | +103.6% | +152.1% |
| All | +189.2% | +79.6% | +109.7% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling