-14.7%
CMG vs HAS
+204.3%
-219.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +8.6% | +2.2% | +6.4% | +8.2% |
| 30D | +13.1% | +29.6% | -16.4% | +7.3% |
| 3M | +9.0% | +30.3% | -21.3% | +3.2% |
| 6M | +10.0% | +25.6% | -15.6% | +4.6% |
| YTD | -3.4% | +50.8% | -54.2% | -12.6% |
| 1Y | +16.8% | +63.0% | -46.2% | +3.7% |
| 3Y | -14.7% | +211.6% | -226.3% | -28.8% |
| All | -14.7% | +204.3% | -219.0% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling