+101.9%
HAS vs GRMN
+693.0%
-591.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | +2.2% | +6.4% | -4.2% | -0.5% |
| 30D | +29.6% | +8.7% | +20.8% | +25.0% |
| 3M | +30.3% | -5.8% | +36.0% | +33.1% |
| 6M | +25.6% | +22.5% | +3.1% | +13.2% |
| YTD | +50.8% | +45.6% | +5.2% | +24.8% |
| 1Y | +63.0% | +47.5% | +15.6% | +34.0% |
| 3Y | +211.6% | +166.2% | +45.3% | +81.7% |
| 5Y | +50.4% | +124.1% | -73.7% | -6.5% |
| 10Y | +101.9% | +668.0% | -566.2% | -24.2% |
| All | +101.9% | +693.0% | -591.1% | -24.2% |
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