+61.9%
HAS vs GTLB
-50.0%
+111.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.9% |
| 7D | +2.2% | -9.6% | +11.7% | +3.2% |
| 30D | +29.6% | -14.5% | +44.0% | +31.5% |
| 3M | +30.3% | +20.9% | +9.4% | +27.6% |
| 6M | +25.6% | +81.4% | -55.8% | +17.4% |
| YTD | +50.8% | +25.6% | +25.3% | +45.6% |
| 1Y | +63.0% | +3.4% | +59.6% | +60.5% |
| 3Y | +211.6% | +8.9% | +202.7% | +195.6% |
| 5Y | +50.4% | -64.0% | +114.4% | +34.7% |
| All | +61.9% | -50.0% | +111.9% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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