+285.1%
CME vs HAS
+56.8%
+228.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.3% |
| 30D | +6.2% | +2.3% | +4.0% | +5.8% |
| 3M | +10.4% | +10.4% | +0.1% | +8.5% |
| 6M | -9.5% | -3.2% | -6.3% | -9.5% |
| YTD | +6.0% | +15.4% | -9.4% | +2.9% |
| 1Y | +9.3% | +18.8% | -9.5% | +5.4% |
| 3Y | +57.7% | +43.9% | +13.7% | +44.5% |
| 5Y | +77.7% | +13.9% | +63.8% | +69.8% |
| All | +285.1% | +56.8% | +228.3% | +231.7% |
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