-1.8%
CARR vs HAS
+66.3%
-68.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | 0.0% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +0.3% | +31.6% | -31.3% | -4.9% |
| 3M | -14.9% | +33.9% | -48.8% | -19.6% |
| 6M | -14.9% | +31.4% | -46.3% | -19.9% |
| YTD | +7.0% | +51.6% | -44.6% | -7.8% |
| 1Y | -1.8% | +65.2% | -66.9% | -22.1% |
| All | -1.8% | +66.3% | -68.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling