-41.3%
CAG vs HAS
+10.2%
-51.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | -5.3% | -3.1% | -2.2% | -4.8% |
| 30D | +1.0% | -2.7% | +3.7% | +1.4% |
| 3M | +17.4% | +8.9% | +8.5% | +15.9% |
| 6M | -16.8% | -2.9% | -13.9% | -16.7% |
| YTD | -6.8% | +12.6% | -19.4% | -8.7% |
| 1Y | -15.4% | +17.5% | -32.8% | -17.7% |
| 3Y | -37.1% | +46.2% | -83.3% | -41.6% |
| 5Y | -41.3% | +12.6% | -53.8% | -41.9% |
| All | -41.3% | +10.2% | -51.5% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling