+158.7%
CI vs HAS
+101.4%
+57.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +5.4% | +31.0% | -25.6% | -1.0% |
| 3M | +7.3% | +30.7% | -23.4% | +0.7% |
| 6M | +5.3% | +23.9% | -18.6% | -0.2% |
| YTD | +8.5% | +48.3% | -39.8% | -1.8% |
| 1Y | +17.1% | +60.2% | -43.1% | +4.1% |
| 3Y | +1.4% | +189.2% | -187.8% | -24.1% |
| 5Y | +50.5% | +50.4% | +0.1% | +32.4% |
| All | +158.7% | +101.4% | +57.4% | +94.3% |
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