+2,104.6%
CLS vs HAS
+847.3%
+1,257.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -22.2% | -0.2% | -22.0% | -22.2% |
| 30D | -44.4% | +31.0% | -75.4% | -50.2% |
| 3M | -34.3% | +30.7% | -64.9% | -41.3% |
| 6M | -50.1% | +23.9% | -74.0% | -54.7% |
| YTD | -30.1% | +48.3% | -78.4% | -41.5% |
| 1Y | -39.3% | +60.2% | -99.6% | -50.7% |
| 3Y | +732.7% | +189.2% | +543.5% | +418.5% |
| 5Y | +1,777.2% | +50.4% | +1,726.8% | +1,383.0% |
| 10Y | +1,645.6% | +104.2% | +1,541.4% | +1,025.2% |
| All | +2,104.6% | +847.3% | +1,257.3% | +589.9% |
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