+3,981.8%
CMG vs HAS
+970.8%
+3,011.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +8.0% | +3.3% | +4.7% | +6.8% |
| 30D | +13.7% | +30.5% | -16.8% | +2.7% |
| 3M | +11.8% | +29.9% | -18.1% | +1.0% |
| 6M | +10.6% | +26.5% | -16.0% | +0.1% |
| YTD | -2.9% | +51.9% | -54.9% | -18.6% |
| 1Y | +17.8% | +60.9% | -43.1% | -3.3% |
| 3Y | -15.3% | +215.0% | -230.3% | -48.3% |
| 5Y | -0.9% | +51.5% | -52.4% | -20.9% |
| 10Y | +358.4% | +102.2% | +256.1% | +182.7% |
| All | +3,981.8% | +970.8% | +3,011.1% | +795.0% |
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