+54.5%
CI vs HAS
+52.6%
+1.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +1.0% | 0.0% | +1.1% | +1.0% |
| 30D | +9.9% | +31.3% | -21.4% | +6.4% |
| 3M | +12.1% | +32.1% | -20.0% | +8.4% |
| 6M | +10.6% | +28.1% | -17.5% | +7.2% |
| YTD | +11.4% | +49.1% | -37.7% | +6.1% |
| 1Y | +18.8% | +60.5% | -41.8% | +12.2% |
| 3Y | +2.9% | +183.9% | -181.0% | -8.7% |
| 5Y | +54.5% | +51.2% | +3.3% | +51.4% |
| All | +54.5% | +52.6% | +1.9% | +51.4% |
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 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