+495.9%
CMI vs HAS
+59.3%
+436.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +0.8% | -3.1% | +3.9% | +1.8% |
| 30D | -12.8% | -6.4% | -6.4% | -11.0% |
| 3M | -12.4% | +10.4% | -22.8% | -15.7% |
| 6M | -0.9% | -3.7% | +2.8% | -0.7% |
| YTD | +8.9% | +12.5% | -3.6% | +3.4% |
| 1Y | +37.7% | +19.8% | +17.9% | +27.8% |
| 3Y | +148.9% | +46.0% | +102.9% | +111.5% |
| 5Y | +164.4% | +12.5% | +151.9% | +140.5% |
| All | +495.9% | +59.3% | +436.6% | +375.1% |
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