+9.6%
CARR vs HAS
+10.8%
-1.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +0.6% | -4.8% | +5.5% | +2.4% |
| 30D | -8.7% | -5.1% | -3.5% | -7.0% |
| 3M | -18.4% | +6.4% | -24.7% | -20.8% |
| 6M | -0.6% | -5.6% | +5.0% | +0.2% |
| YTD | +10.9% | +11.0% | 0.0% | +4.7% |
| 1Y | -7.3% | +16.8% | -24.1% | -14.4% |
| 3Y | +2.9% | +44.0% | -41.1% | -14.0% |
| 5Y | +9.6% | +11.0% | -1.3% | +6.7% |
| All | +9.6% | +10.8% | -1.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling