+355.8%
CIEN vs HAS
+48.2%
+307.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | +15.3% | +1.4% | +13.9% | +14.8% |
| 30D | -22.0% | +26.3% | -48.3% | -28.5% |
| 3M | -36.6% | +25.6% | -62.2% | -41.9% |
| 6M | -51.5% | +30.3% | -81.7% | -56.5% |
| YTD | +20.0% | +50.4% | -30.4% | +0.5% |
| 1Y | +44.5% | +57.7% | -13.3% | +18.9% |
| 3Y | +539.0% | +213.4% | +325.7% | +290.4% |
| All | +355.8% | +48.2% | +307.5% | +300.4% |
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