-5.0%
CMG vs HAS
+45.6%
-50.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -1.5% | -3.1% | +1.6% | -0.9% |
| 30D | +12.7% | -2.7% | +15.4% | +13.3% |
| 3M | +26.3% | +8.9% | +17.4% | +23.8% |
| 6M | +4.5% | -2.9% | +7.4% | +4.4% |
| YTD | -0.1% | +12.6% | -12.7% | -3.6% |
| 1Y | -6.8% | +17.5% | -24.3% | -11.0% |
| 3Y | -5.0% | +46.2% | -51.2% | -15.5% |
| All | -5.0% | +45.6% | -50.6% | -15.5% |
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