+74.9%
CB vs HAS
+182.9%
-108.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +11.2% | +31.3% | -20.1% | +9.5% |
| 3M | +5.7% | +32.1% | -26.4% | +4.1% |
| 6M | +15.9% | +28.1% | -12.2% | +14.3% |
| YTD | +20.2% | +49.1% | -28.9% | +17.6% |
| 1Y | +32.4% | +60.5% | -28.1% | +29.2% |
| All | +74.9% | +182.9% | -108.0% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling