+73.1%
CME vs HAS
+49.5%
+23.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +2.7% | +1.6% | +1.1% | +2.6% |
| 30D | +13.5% | +26.6% | -13.1% | +12.0% |
| 3M | +20.9% | +29.0% | -8.1% | +19.2% |
| 6M | +11.5% | +30.6% | -19.1% | +9.9% |
| YTD | +19.5% | +51.5% | -32.1% | +16.5% |
| 1Y | +17.2% | +58.5% | -41.2% | +14.0% |
| 3Y | +65.1% | +214.1% | -149.0% | +48.0% |
| 5Y | +73.1% | +50.2% | +22.9% | +83.9% |
| All | +73.1% | +49.5% | +23.6% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling