+112.0%
CF vs HAS
+50.4%
+61.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +4.3% | +31.0% | -26.7% | +1.6% |
| 3M | +2.8% | +30.7% | -27.9% | +0.1% |
| 6M | +0.6% | +23.9% | -23.3% | -1.6% |
| YTD | +56.6% | +48.3% | +8.3% | +49.0% |
| 1Y | +49.6% | +60.2% | -10.6% | +40.8% |
| 3Y | +61.5% | +189.2% | -127.7% | +37.4% |
| All | +112.0% | +50.4% | +61.6% | +102.9% |
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