+94.1%
HAS vs GRMN
+636.8%
-542.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.0% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +26.6% | +3.5% | +23.1% | +24.7% |
| 3M | +29.0% | -7.3% | +36.3% | +32.7% |
| 6M | +30.6% | +21.8% | +8.8% | +18.0% |
| YTD | +51.5% | +42.8% | +8.7% | +26.4% |
| 1Y | +58.5% | +46.5% | +12.0% | +30.6% |
| 3Y | +214.1% | +158.3% | +55.8% | +85.9% |
| 5Y | +50.2% | +122.6% | -72.4% | -6.4% |
| All | +94.1% | +636.8% | -542.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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