+63.2%
CME vs HAS
+181.4%
-118.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +13.2% | +31.0% | -17.9% | +13.3% |
| 3M | +16.3% | +30.7% | -14.4% | +16.4% |
| 6M | +7.1% | +23.9% | -16.8% | +7.5% |
| YTD | +15.8% | +48.3% | -32.5% | +16.5% |
| 1Y | +17.1% | +60.2% | -43.1% | +17.8% |
| 3Y | +63.2% | +189.2% | -126.1% | +62.0% |
| All | +63.2% | +181.4% | -118.3% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling