-65.0%
CBRS vs HAS
+25.6%
-90.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.8% | +12.0% | +11.4% |
| 7D | +21.2% | +1.4% | +19.9% | +21.0% |
| 30D | -23.2% | +26.3% | -49.4% | -26.4% |
| 3M | -52.9% | +25.6% | -78.5% | -54.8% |
| All | -65.0% | +25.6% | -90.7% | -70.3% |
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