+47.7%
CI vs HAS
+50.4%
-2.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +5.4% | +31.0% | -25.6% | +2.1% |
| 3M | +7.3% | +30.7% | -23.4% | +3.9% |
| 6M | +5.3% | +23.9% | -18.6% | +2.5% |
| YTD | +8.5% | +48.3% | -39.8% | +3.4% |
| 1Y | +17.1% | +60.2% | -43.1% | +10.7% |
| 3Y | +1.4% | +189.2% | -187.8% | -10.1% |
| All | +47.7% | +50.4% | -2.7% | +46.0% |
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