-37.2%
CAG vs HAS
+59.3%
-96.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -2.9% |
| 7D | -5.9% | -3.1% | -2.8% | -5.5% |
| 30D | -1.5% | -6.4% | +4.9% | -0.7% |
| 3M | +11.5% | +10.4% | +1.1% | +10.0% |
| 6M | -15.7% | -3.7% | -12.0% | -15.5% |
| YTD | -10.2% | +12.5% | -22.7% | -11.8% |
| 1Y | -18.1% | +19.8% | -37.9% | -20.2% |
| 3Y | -39.4% | +46.0% | -85.4% | -43.1% |
| 5Y | -42.6% | +12.5% | -55.1% | -45.0% |
| All | -37.2% | +59.3% | -96.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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