+59.2%
HAS vs GTLB
-49.0%
+108.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -0.2% | -11.1% | +10.9% | +1.0% |
| 30D | +31.0% | -7.5% | +38.5% | +31.9% |
| 3M | +30.7% | +34.8% | -4.1% | +26.6% |
| 6M | +23.9% | +98.0% | -74.1% | +14.7% |
| YTD | +48.3% | +28.1% | +20.2% | +42.9% |
| 1Y | +60.2% | +5.6% | +54.7% | +57.4% |
| 3Y | +189.2% | +15.9% | +173.3% | +172.6% |
| 5Y | +50.4% | -61.1% | +111.5% | +34.9% |
| All | +59.2% | -49.0% | +108.2% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling