+601.8%
CAG vs HAS
+3,598.5%
-2,996.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | +3.1% | +2.3% | +0.9% | +2.8% |
| 3M | +23.5% | +10.4% | +13.1% | +21.8% |
| 6M | -14.8% | -3.2% | -11.6% | -14.7% |
| YTD | -5.4% | +15.4% | -20.8% | -7.6% |
| 1Y | -11.8% | +18.8% | -30.6% | -14.2% |
| 3Y | -36.7% | +43.9% | -80.6% | -40.7% |
| 5Y | -40.3% | +13.9% | -54.2% | -43.0% |
| 10Y | -37.0% | +56.4% | -93.4% | -44.4% |
| All | +601.8% | +3,598.5% | -2,996.7% | +231.2% |
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 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