+358.4%
CMG vs HAS
+102.6%
+255.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +8.0% | +3.3% | +4.7% | +7.1% |
| 30D | +13.7% | +30.5% | -16.8% | +5.6% |
| 3M | +11.8% | +29.9% | -18.1% | +3.8% |
| 6M | +10.6% | +26.5% | -16.0% | +2.9% |
| YTD | -2.9% | +51.9% | -54.9% | -14.6% |
| 1Y | +17.8% | +60.9% | -43.1% | +2.0% |
| 3Y | -15.3% | +215.0% | -230.3% | -40.7% |
| 5Y | -0.9% | +51.5% | -52.4% | -15.3% |
| 10Y | +358.4% | +102.2% | +256.1% | +253.7% |
| All | +358.4% | +102.6% | +255.8% | +253.7% |
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