+73.4%
CL vs HAS
+101.4%
-28.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +11.4% | +31.0% | -19.7% | +7.3% |
| 3M | +4.4% | +30.7% | -26.2% | +0.6% |
| 6M | +10.8% | +23.9% | -13.1% | +7.3% |
| YTD | +25.1% | +48.3% | -23.2% | +17.9% |
| 1Y | +28.0% | +60.2% | -32.3% | +19.2% |
| 3Y | +37.6% | +189.2% | -151.6% | +15.8% |
| 5Y | +39.7% | +50.4% | -10.7% | +28.5% |
| All | +73.4% | +101.4% | -28.0% | +48.8% |
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