+2,093.5%
CLS vs HAS
+852.3%
+1,241.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.7% | -11.3% | -12.4% |
| 7D | -27.3% | 0.0% | -27.2% | -27.3% |
| 30D | -47.0% | +31.3% | -78.4% | -52.6% |
| 3M | -43.3% | +32.1% | -75.4% | -49.6% |
| 6M | -50.8% | +28.1% | -78.9% | -55.9% |
| YTD | -30.4% | +49.1% | -79.5% | -41.9% |
| 1Y | -41.7% | +60.5% | -102.2% | -52.7% |
| 3Y | +701.4% | +183.9% | +517.5% | +402.9% |
| 5Y | +1,767.8% | +51.2% | +1,716.5% | +1,372.6% |
| 10Y | +1,636.8% | +105.3% | +1,531.6% | +1,017.3% |
| All | +2,093.5% | +852.3% | +1,241.2% | +585.1% |
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