+50.0%
CI vs HAS
+51.1%
-1.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +0.1% | +2.2% | -2.0% | -0.1% |
| 30D | +4.7% | +29.6% | -24.9% | +1.5% |
| 3M | +5.2% | +30.3% | -25.0% | +1.9% |
| 6M | +3.8% | +25.6% | -21.8% | +0.8% |
| YTD | +9.2% | +50.8% | -41.6% | +3.9% |
| 1Y | +14.3% | +63.0% | -48.8% | +7.8% |
| 3Y | +8.4% | +211.6% | -203.1% | -4.8% |
| 5Y | +50.0% | +50.4% | -0.3% | +48.6% |
| All | +50.0% | +51.1% | -1.0% | +48.6% |
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