+65.7%
CFG vs HAS
+51.6%
+14.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.7% |
| 7D | +0.7% | +3.3% | -2.6% | -0.6% |
| 30D | +2.8% | +30.5% | -27.8% | -8.1% |
| 3M | -10.1% | +29.9% | -40.0% | -19.6% |
| 6M | +3.2% | +26.5% | -23.4% | -7.3% |
| YTD | +14.2% | +51.9% | -37.8% | -5.9% |
| 1Y | +27.4% | +60.9% | -33.5% | +2.3% |
| 3Y | +187.6% | +215.0% | -27.4% | +64.1% |
| 5Y | +65.7% | +51.5% | +14.2% | +38.1% |
| All | +65.7% | +51.6% | +14.1% | +38.1% |
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