+3,961.4%
CMG vs HAS
+962.8%
+2,998.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.2% |
| 7D | +8.6% | +2.2% | +6.4% | +7.8% |
| 30D | +13.1% | +29.6% | -16.4% | +2.5% |
| 3M | +9.0% | +30.3% | -21.3% | -1.6% |
| 6M | +10.0% | +25.6% | -15.6% | -0.1% |
| YTD | -3.4% | +50.8% | -54.2% | -18.8% |
| 1Y | +16.8% | +63.0% | -46.2% | -4.7% |
| 3Y | -14.7% | +211.6% | -226.3% | -47.7% |
| 5Y | -1.5% | +50.4% | -51.9% | -21.2% |
| 10Y | +383.6% | +101.9% | +281.7% | +198.2% |
| All | +3,961.4% | +962.8% | +2,998.5% | +792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling