+323.8%
CFG vs HAS
+56.4%
+267.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.5% | -1.8% | +3.3% | +2.4% |
| 30D | -3.8% | +2.3% | -6.1% | -4.9% |
| 3M | +11.5% | +10.4% | +1.1% | +6.1% |
| 6M | +19.2% | -3.2% | +22.4% | +19.4% |
| YTD | +23.7% | +15.4% | +8.3% | +14.0% |
| 1Y | +38.8% | +18.8% | +20.0% | +26.0% |
| 3Y | +178.9% | +43.9% | +135.0% | +124.0% |
| 5Y | +101.8% | +13.9% | +87.9% | +76.9% |
| All | +323.8% | +56.4% | +267.4% | +223.4% |
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 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