+325.9%
CMG vs HAS
+97.5%
+228.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | +15.6% | +26.3% | -10.7% | +8.4% |
| 3M | +8.2% | +25.6% | -17.4% | +1.5% |
| 6M | +9.9% | +30.3% | -20.4% | +1.5% |
| YTD | -4.6% | +50.4% | -55.0% | -15.8% |
| 1Y | +12.4% | +57.7% | -45.3% | -2.1% |
| 3Y | -18.0% | +213.4% | -231.3% | -42.4% |
| 5Y | -5.3% | +49.1% | -54.4% | -18.7% |
| All | +325.9% | +97.5% | +228.4% | +232.9% |
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 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