+213.4%
HAS vs GME
+106.8%
+106.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +1.4% | +2.9% | -1.5% | +1.2% |
| 30D | +26.3% | -4.8% | +31.1% | +26.6% |
| 3M | +25.6% | +39.2% | -13.6% | +23.3% |
| 6M | +30.3% | +17.1% | +13.2% | +28.9% |
| YTD | +50.4% | +28.7% | +21.6% | +48.0% |
| 1Y | +57.7% | +23.3% | +34.4% | +55.5% |
| 3Y | +213.4% | +112.9% | +100.4% | +171.3% |
| All | +213.4% | +106.8% | +106.6% | +171.3% |
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 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