+441.9%
CARR vs HAS
+153.5%
+288.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.6% | -1.8% | +3.4% | +2.2% |
| 30D | -8.7% | +2.3% | -11.0% | -9.5% |
| 3M | -12.6% | +10.4% | -22.9% | -15.9% |
| 6M | -1.5% | -3.2% | +1.7% | -1.6% |
| YTD | +14.3% | +15.4% | -1.1% | +7.2% |
| 1Y | -4.6% | +18.8% | -23.4% | -11.5% |
| 3Y | +7.3% | +43.9% | -36.6% | -8.9% |
| 5Y | +11.6% | +13.9% | -2.3% | +0.4% |
| All | +441.9% | +153.5% | +288.4% | +363.3% |
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