+122.4%
CF vs HAS
+52.6%
+69.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.8% | +6.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.2% | +31.3% | -29.1% | -0.5% |
| 3M | +2.1% | +32.1% | -30.0% | -0.7% |
| 6M | -6.5% | +28.1% | -34.7% | -8.9% |
| YTD | +55.6% | +49.1% | +6.5% | +47.9% |
| 1Y | +42.3% | +60.5% | -18.2% | +33.8% |
| 3Y | +55.7% | +183.9% | -128.1% | +32.6% |
| 5Y | +122.4% | +51.2% | +71.2% | +109.5% |
| All | +122.4% | +52.6% | +69.8% | +109.5% |
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 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