+322.3%
CMG vs HAS
+54.3%
+268.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | -6.5% | -4.8% | -1.6% | -5.2% |
| 30D | +12.1% | -5.1% | +17.2% | +13.6% |
| 3M | +20.6% | +6.4% | +14.2% | +18.1% |
| 6M | +2.1% | -5.6% | +7.7% | +2.9% |
| YTD | -2.6% | +11.0% | -13.6% | -6.5% |
| 1Y | -8.7% | +16.8% | -25.5% | -13.6% |
| 3Y | -7.4% | +44.0% | -51.4% | -19.1% |
| 5Y | -5.7% | +11.0% | -16.7% | -12.1% |
| 10Y | +322.3% | +56.0% | +266.3% | +263.4% |
| All | +322.3% | +54.3% | +268.1% | +263.4% |
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