+320.3%
CFG vs HAS
+233.4%
+86.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -2.4% |
| 7D | -2.2% | 0.0% | -2.1% | -2.1% |
| 30D | +0.4% | +31.3% | -30.9% | -11.1% |
| 3M | -12.6% | +32.1% | -44.7% | -22.9% |
| 6M | +0.6% | +28.1% | -27.5% | -10.9% |
| YTD | +12.4% | +49.1% | -36.7% | -7.5% |
| 1Y | +27.7% | +60.5% | -32.8% | +1.6% |
| 3Y | +172.4% | +183.9% | -11.5% | +62.3% |
| 5Y | +64.0% | +51.2% | +12.7% | +27.2% |
| 10Y | +252.8% | +105.3% | +147.6% | +123.7% |
| All | +320.3% | +233.4% | +86.9% | +135.5% |
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