+248.2%
CB vs HAS
+101.4%
+146.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +9.1% | +31.0% | -22.0% | +2.7% |
| 3M | +3.4% | +30.7% | -27.2% | -2.7% |
| 6M | +14.1% | +23.9% | -9.8% | +8.2% |
| YTD | +18.0% | +48.3% | -30.3% | +7.0% |
| 1Y | +30.1% | +60.2% | -30.1% | +15.9% |
| 3Y | +71.8% | +189.2% | -117.4% | +28.0% |
| 5Y | +101.8% | +50.4% | +51.4% | +77.5% |
| All | +248.2% | +101.4% | +146.9% | +172.9% |
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