+84.3%
CL vs HAS
+102.4%
-18.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +2.6% | +3.3% | -0.7% | +2.1% |
| 30D | +11.8% | +30.5% | -18.8% | +7.7% |
| 3M | +5.9% | +29.9% | -24.0% | +2.1% |
| 6M | +13.3% | +26.5% | -13.2% | +9.4% |
| YTD | +27.1% | +51.9% | -24.8% | +19.4% |
| 1Y | +28.0% | +60.9% | -32.9% | +19.2% |
| 3Y | +39.4% | +215.0% | -175.6% | +15.8% |
| 5Y | +40.8% | +51.5% | -10.7% | +29.4% |
| All | +84.3% | +102.4% | -18.1% | +58.0% |
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