+32.1%
CL vs HAS
+66.3%
-34.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.9% |
| 7D | +7.7% | +2.4% | +5.3% | +7.4% |
| 30D | +15.2% | +31.6% | -16.4% | +12.0% |
| 3M | +7.3% | +33.9% | -26.5% | +4.1% |
| 6M | +17.0% | +31.4% | -14.4% | +14.0% |
| YTD | +28.0% | +51.6% | -23.7% | +24.9% |
| 1Y | +32.1% | +65.2% | -33.1% | +25.9% |
| All | +32.1% | +66.3% | -34.2% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling