+246.7%
CB vs HAS
+106.0%
+140.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | -1.0% | +2.0% | -3.0% | -1.5% |
| 30D | +7.3% | +30.9% | -23.6% | +1.0% |
| 3M | +7.0% | +28.8% | -21.7% | +1.1% |
| 6M | +16.3% | +32.3% | -16.0% | +8.8% |
| YTD | +19.7% | +54.7% | -35.0% | +7.6% |
| 1Y | +27.8% | +63.2% | -35.4% | +13.4% |
| 3Y | +72.0% | +220.7% | -148.7% | +24.9% |
| 5Y | +104.9% | +53.3% | +51.5% | +79.8% |
| 10Y | +246.7% | +104.2% | +142.5% | +169.9% |
| All | +246.7% | +106.0% | +140.7% | +169.9% |
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