+237.6%
CFG vs HAS
+101.4%
+136.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +1.1% | +31.0% | -30.0% | -10.7% |
| 3M | -12.0% | +30.7% | -42.7% | -22.3% |
| 6M | -2.2% | +23.9% | -26.1% | -12.3% |
| YTD | +11.4% | +48.3% | -36.9% | -8.6% |
| 1Y | +27.8% | +60.2% | -32.4% | +1.2% |
| 3Y | +173.3% | +189.2% | -15.9% | +58.5% |
| 5Y | +62.4% | +50.4% | +12.0% | +25.6% |
| All | +237.6% | +101.4% | +136.2% | +124.2% |
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