+100.6%
CB vs HAS
+51.1%
+49.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -1.5% | +2.2% | -3.7% | -1.7% |
| 30D | +6.5% | +29.6% | -23.1% | +3.4% |
| 3M | +4.1% | +30.3% | -26.2% | +0.9% |
| 6M | +14.4% | +25.6% | -11.2% | +11.3% |
| YTD | +17.5% | +50.8% | -33.3% | +11.7% |
| 1Y | +27.5% | +63.0% | -35.5% | +20.2% |
| 3Y | +71.6% | +211.6% | -140.0% | +45.5% |
| 5Y | +100.6% | +50.4% | +50.2% | +106.0% |
| All | +100.6% | +51.1% | +49.6% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling