+1,753.0%
CLS vs HAS
+101.1%
+1,651.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.7% | +6.2% | +7.3% |
| 7D | -10.6% | +2.2% | -12.7% | -11.2% |
| 30D | -38.4% | +29.6% | -68.0% | -44.0% |
| 3M | -29.9% | +30.3% | -60.1% | -36.6% |
| 6M | -40.6% | +25.6% | -66.3% | -45.9% |
| YTD | -24.6% | +50.8% | -75.4% | -36.3% |
| 1Y | -30.8% | +63.0% | -93.8% | -43.2% |
| 3Y | +811.7% | +211.6% | +600.2% | +468.0% |
| 5Y | +1,838.4% | +50.4% | +1,788.0% | +1,469.5% |
| All | +1,753.0% | +101.1% | +1,651.9% | +1,225.9% |
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 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