-70.5%
CBRS vs HAS
+26.7%
-97.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -6.5% |
| 7D | -18.4% | +2.4% | -20.8% | -18.6% |
| 30D | -49.4% | +31.6% | -81.0% | -52.1% |
| 3M | -59.6% | +33.9% | -93.4% | -62.4% |
| All | -70.5% | +26.7% | -97.2% | -75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling