+1,770.4%
CLS vs HAS
+102.4%
+1,668.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -13.9% | +3.3% | -17.1% | -14.8% |
| 30D | -38.2% | +30.5% | -68.7% | -43.9% |
| 3M | -28.8% | +29.9% | -58.7% | -35.6% |
| 6M | -40.4% | +26.5% | -66.9% | -45.8% |
| YTD | -24.3% | +51.9% | -76.2% | -36.2% |
| 1Y | -35.0% | +60.9% | -95.9% | -46.4% |
| 3Y | +778.7% | +215.0% | +563.7% | +445.3% |
| 5Y | +1,884.8% | +51.5% | +1,833.3% | +1,503.0% |
| All | +1,770.4% | +102.4% | +1,668.1% | +1,234.8% |
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