+596.6%
CAG vs HAS
+4,769.2%
-4,172.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.6% | +3.3% | +3.4% | +6.2% |
| 30D | +13.9% | +30.5% | -16.6% | +9.9% |
| 3M | +4.0% | +29.9% | -25.9% | +0.4% |
| 6M | +10.0% | +26.5% | -16.6% | +6.3% |
| YTD | -6.1% | +51.9% | -58.1% | -11.7% |
| 1Y | -4.3% | +60.9% | -65.2% | -10.6% |
| 3Y | -34.6% | +215.0% | -249.5% | -44.7% |
| 5Y | -39.4% | +51.5% | -90.9% | -44.4% |
| 10Y | -34.2% | +102.2% | -136.4% | -43.8% |
| All | +596.6% | +4,769.2% | -4,172.6% | +216.7% |
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