+20.9%
HAS vs GTLB
-50.0%
+70.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -1.9% |
| 7D | -3.1% | +4.6% | -7.7% | -3.6% |
| 30D | -2.7% | +21.0% | -23.7% | -4.6% |
| 3M | +8.9% | +51.7% | -42.8% | +4.1% |
| 6M | -2.9% | +89.3% | -92.2% | -9.9% |
| YTD | +12.6% | +25.6% | -13.0% | +8.9% |
| 1Y | +17.5% | -1.5% | +19.0% | +16.1% |
| 3Y | +46.2% | -9.9% | +56.1% | +41.4% |
| All | +20.9% | -50.0% | +70.9% | +10.2% |
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