+100.6%
HAS vs GRMN
+651.6%
-551.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +3.3% | +6.3% | -3.1% | +0.6% |
| 30D | +30.5% | +7.6% | +23.0% | +26.5% |
| 3M | +29.9% | -7.5% | +37.4% | +33.7% |
| 6M | +26.5% | +21.2% | +5.3% | +14.5% |
| YTD | +51.9% | +44.0% | +7.9% | +26.3% |
| 1Y | +60.9% | +44.7% | +16.2% | +33.3% |
| 3Y | +215.0% | +160.5% | +54.5% | +85.6% |
| 5Y | +51.5% | +124.6% | -73.1% | -6.0% |
| All | +100.6% | +651.6% | -551.0% | -23.5% |
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