+5,967.0%
CF vs HAS
+724.6%
+5,242.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +6.0% | -1.8% | +7.8% | +6.7% |
| 30D | +14.8% | +2.3% | +12.6% | +13.7% |
| 3M | +14.1% | +10.4% | +3.7% | +9.1% |
| 6M | +28.5% | -3.2% | +31.8% | +27.5% |
| YTD | +74.9% | +15.4% | +59.5% | +61.1% |
| 1Y | +61.7% | +18.8% | +42.9% | +46.7% |
| 3Y | +80.3% | +43.9% | +36.4% | +43.9% |
| 5Y | +226.0% | +13.9% | +212.1% | +176.5% |
| 10Y | +569.9% | +56.4% | +513.4% | +338.8% |
| All | +5,967.0% | +724.6% | +5,242.4% | +1,312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling