+213.4%
HAS vs GTLB
+5.1%
+208.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +26.3% | -10.2% | +36.5% | +27.5% |
| 3M | +25.6% | +10.1% | +15.5% | +24.4% |
| 6M | +30.3% | +116.5% | -86.2% | +20.5% |
| YTD | +50.4% | +27.2% | +23.2% | +47.0% |
| 1Y | +57.7% | +8.6% | +49.2% | +57.0% |
| 3Y | +213.4% | +5.6% | +207.8% | +189.9% |
| All | +213.4% | +5.1% | +208.3% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling