+34.8%
CF vs HAS
+66.3%
-31.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.0% |
| 7D | -6.9% | +2.4% | -9.3% | -6.5% |
| 30D | -3.7% | +31.6% | -35.3% | -0.2% |
| 3M | -5.0% | +33.9% | -38.8% | -1.3% |
| 6M | -10.5% | +31.4% | -41.9% | -6.7% |
| YTD | +46.5% | +51.6% | -5.1% | +48.6% |
| 1Y | +34.8% | +65.2% | -30.4% | +32.5% |
| All | +34.8% | +66.3% | -31.5% | +32.5% |
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 · 6 months rolling