-38.3%
CAG vs HAS
+97.5%
-135.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | +7.7% | +26.3% | -18.6% | +4.5% |
| 3M | -3.2% | +25.6% | -28.8% | -6.0% |
| 6M | +7.0% | +30.3% | -23.3% | +3.2% |
| YTD | -9.0% | +50.4% | -59.3% | -13.9% |
| 1Y | -9.6% | +57.7% | -67.3% | -15.0% |
| 3Y | -36.0% | +213.4% | -249.4% | -45.1% |
| 5Y | -40.9% | +49.1% | -89.9% | -45.3% |
| All | -38.3% | +97.5% | -135.9% | -43.2% |
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