+5,439.0%
CL vs HAS
+4,759.6%
+679.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.8% |
| 7D | +7.7% | +2.4% | +5.3% | +7.3% |
| 30D | +15.2% | +31.6% | -16.4% | +10.3% |
| 3M | +7.3% | +33.9% | -26.5% | +2.4% |
| 6M | +17.0% | +31.4% | -14.4% | +11.6% |
| YTD | +28.0% | +51.6% | -23.7% | +19.0% |
| 1Y | +32.1% | +65.2% | -33.1% | +21.1% |
| 3Y | +41.5% | +188.7% | -147.2% | +16.5% |
| 5Y | +43.9% | +55.7% | -11.8% | +29.1% |
| 10Y | +79.8% | +108.8% | -29.0% | +46.8% |
| All | +5,439.0% | +4,759.6% | +679.4% | +2,042.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling