+288.0%
CME vs HAS
+102.6%
+185.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +1.7% | +3.3% | -1.6% | +1.1% |
| 30D | +10.2% | +30.5% | -20.4% | +5.6% |
| 3M | +17.8% | +29.9% | -12.1% | +13.0% |
| 6M | +11.0% | +26.5% | -15.6% | +6.7% |
| YTD | +17.0% | +51.9% | -34.9% | +8.7% |
| 1Y | +15.8% | +60.9% | -45.1% | +6.5% |
| 3Y | +61.8% | +215.0% | -153.2% | +27.8% |
| 5Y | +72.5% | +51.5% | +21.0% | +57.6% |
| 10Y | +288.0% | +102.2% | +185.8% | +212.2% |
| All | +288.0% | +102.6% | +185.4% | +212.2% |
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