-8.0%
CARR vs HAS
+18.8%
-26.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -4.1% | -3.1% | -1.1% | -3.6% |
| 30D | -11.0% | -6.4% | -4.6% | -9.9% |
| 3M | -16.4% | +10.4% | -26.8% | -19.0% |
| 6M | -2.4% | -3.7% | +1.3% | -2.7% |
| YTD | +8.4% | +12.5% | -4.0% | +1.1% |
| 1Y | -8.0% | +19.8% | -27.8% | -16.6% |
| All | -8.0% | +18.8% | -26.8% | -16.6% |
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