+6,781.2%
CME vs HAS
+1,356.6%
+5,424.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | +6.2% | +2.3% | +4.0% | +5.4% |
| 3M | +10.4% | +10.4% | +0.1% | +6.4% |
| 6M | -9.5% | -3.2% | -6.3% | -9.6% |
| YTD | +6.0% | +15.4% | -9.4% | -0.4% |
| 1Y | +9.3% | +18.8% | -9.5% | +1.4% |
| 3Y | +57.7% | +43.9% | +13.7% | +30.8% |
| 5Y | +77.7% | +13.9% | +63.8% | +55.8% |
| 10Y | +281.2% | +56.4% | +224.8% | +154.6% |
| All | +6,781.2% | +1,356.6% | +5,424.5% | +1,588.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling