+5.0%
CARR vs HAS
+45.6%
-40.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | +3.2% | -3.1% | +6.3% | +4.3% |
| 30D | -7.7% | -2.7% | -4.9% | -6.9% |
| 3M | -11.9% | +8.9% | -20.8% | -15.0% |
| 6M | +2.0% | -2.9% | +4.9% | +1.7% |
| YTD | +13.2% | +12.6% | +0.5% | +6.5% |
| 1Y | -8.5% | +17.5% | -26.0% | -15.3% |
| 3Y | +5.0% | +46.2% | -41.2% | -15.0% |
| All | +5.0% | +45.6% | -40.6% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling