+362.4%
CFG vs HAS
+158.1%
+204.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.5% | -1.8% | +3.3% | +2.3% |
| 30D | -3.8% | +2.3% | -6.1% | -4.9% |
| 3M | +11.5% | +10.4% | +1.1% | +6.2% |
| 6M | +19.2% | -3.2% | +22.4% | +19.4% |
| YTD | +23.7% | +15.4% | +8.3% | +14.2% |
| 1Y | +38.8% | +18.8% | +20.0% | +26.3% |
| 3Y | +178.9% | +43.9% | +135.0% | +125.2% |
| 5Y | +101.8% | +13.9% | +87.9% | +77.2% |
| 10Y | +317.3% | +56.4% | +260.8% | +198.2% |
| All | +362.4% | +158.1% | +204.3% | +190.7% |
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 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