+251.7%
CB vs HAS
+97.5%
+154.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +2.9% | +1.4% | +1.6% | +2.6% |
| 30D | +7.3% | +26.3% | -19.0% | +1.8% |
| 3M | +9.4% | +25.6% | -16.2% | +3.9% |
| 6M | +19.6% | +30.3% | -10.6% | +12.2% |
| YTD | +21.5% | +50.4% | -28.9% | +9.8% |
| 1Y | +28.0% | +57.7% | -29.7% | +14.4% |
| 3Y | +74.9% | +213.4% | -138.5% | +27.6% |
| 5Y | +108.1% | +49.1% | +59.1% | +83.8% |
| All | +251.7% | +97.5% | +154.1% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling