+208.5%
CFG vs HAS
+97.5%
+111.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +3.2% | +1.4% | +1.8% | +2.6% |
| 30D | +5.1% | +26.3% | -21.2% | -5.5% |
| 3M | -11.2% | +25.6% | -36.8% | -20.2% |
| 6M | +9.6% | +30.3% | -20.7% | -4.0% |
| YTD | +15.0% | +50.4% | -35.4% | -6.2% |
| 1Y | +29.9% | +57.7% | -27.9% | +3.6% |
| 3Y | +192.1% | +213.4% | -21.3% | +63.3% |
| 5Y | +62.3% | +49.1% | +13.2% | +26.1% |
| All | +208.5% | +97.5% | +111.0% | +106.7% |
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