+299.5%
CME vs HAS
+106.1%
+193.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -0.6% | +2.2% | -2.7% | -0.9% |
| 30D | +8.5% | +29.6% | -21.0% | +4.2% |
| 3M | +16.0% | +30.3% | -14.2% | +11.2% |
| 6M | +9.3% | +25.6% | -16.3% | +5.2% |
| YTD | +15.3% | +50.8% | -35.5% | +7.2% |
| 1Y | +14.4% | +63.0% | -48.6% | +5.0% |
| 3Y | +59.9% | +211.6% | -151.7% | +26.5% |
| 5Y | +69.4% | +50.4% | +19.0% | +55.0% |
| 10Y | +299.5% | +101.9% | +197.6% | +221.4% |
| All | +299.5% | +106.1% | +193.4% | +221.4% |
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