+601.2%
CAG vs HAS
+4,733.2%
-4,132.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +4.6% | +2.2% | +2.4% | +4.3% |
| 30D | +14.7% | +29.6% | -14.9% | +10.7% |
| 3M | +2.4% | +30.3% | -27.9% | -1.3% |
| 6M | +10.7% | +25.6% | -14.9% | +7.1% |
| YTD | -5.5% | +50.8% | -56.3% | -11.0% |
| 1Y | -4.6% | +63.0% | -67.6% | -11.0% |
| 3Y | -34.4% | +211.6% | -246.0% | -44.5% |
| 5Y | -39.2% | +50.4% | -89.6% | -44.1% |
| 10Y | -39.0% | +101.9% | -140.8% | -47.9% |
| All | +601.2% | +4,733.2% | -4,132.0% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling