+142.8%
CI vs HAS
+97.5%
+45.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +2.6% | +26.3% | -23.7% | -2.8% |
| 3M | +7.4% | +25.6% | -18.2% | +1.8% |
| 6M | -0.1% | +30.3% | -30.4% | -6.4% |
| YTD | +9.7% | +50.4% | -40.6% | -0.9% |
| 1Y | +12.1% | +57.7% | -45.6% | +0.1% |
| 3Y | +7.0% | +213.4% | -206.4% | -21.5% |
| 5Y | +49.7% | +49.1% | +0.6% | +32.3% |
| All | +142.8% | +97.5% | +45.2% | +84.4% |
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