+5,435.1%
CL vs HAS
+4,678.1%
+757.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +5.9% | 0.0% | +6.0% | +5.9% |
| 30D | +13.8% | +31.3% | -17.6% | +8.9% |
| 3M | +6.4% | +32.1% | -25.7% | +1.7% |
| 6M | +15.6% | +28.1% | -12.5% | +10.7% |
| YTD | +27.9% | +49.1% | -21.2% | +19.3% |
| 1Y | +31.4% | +60.5% | -29.1% | +21.0% |
| 3Y | +41.4% | +183.9% | -142.5% | +16.8% |
| 5Y | +42.8% | +51.2% | -8.4% | +28.7% |
| 10Y | +79.7% | +105.3% | -25.6% | +47.1% |
| All | +5,435.1% | +4,678.1% | +757.0% | +2,046.9% |
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 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