+2,757.7%
CLS vs HAS
+56.8%
+2,700.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.6% | -1.8% | +6.4% | +5.2% |
| 30D | -13.9% | +2.3% | -16.2% | -14.8% |
| 3M | -26.6% | +10.4% | -36.9% | -29.3% |
| 6M | +15.4% | -3.2% | +18.6% | +15.7% |
| YTD | +5.7% | +15.4% | -9.7% | -1.4% |
| 1Y | +41.1% | +18.8% | +22.3% | +30.2% |
| 3Y | +1,228.6% | +43.9% | +1,184.6% | +1,005.1% |
| 5Y | +3,240.6% | +13.9% | +3,226.7% | +2,898.8% |
| All | +2,757.7% | +56.8% | +2,700.9% | +2,198.8% |
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