+49.3%
CL vs HAS
+56.4%
-7.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | -4.8% | +2.3% | -7.1% | -5.1% |
| 3M | +4.9% | +10.4% | -5.5% | +3.4% |
| 6M | -5.7% | -3.2% | -2.5% | -5.6% |
| YTD | +14.4% | +15.4% | -1.0% | +11.6% |
| 1Y | +8.7% | +18.8% | -10.1% | +5.6% |
| 3Y | +30.0% | +43.9% | -14.0% | +21.2% |
| 5Y | +28.4% | +13.9% | +14.5% | +22.7% |
| All | +49.3% | +56.4% | -7.1% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling