+332.6%
CMI vs HAS
+97.5%
+235.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | -14.0% | +26.3% | -40.3% | -20.6% |
| 3M | -28.1% | +25.6% | -53.7% | -33.6% |
| 6M | -35.8% | +30.3% | -66.1% | -41.9% |
| YTD | -10.5% | +50.4% | -60.9% | -23.0% |
| 1Y | -1.9% | +57.7% | -59.6% | -17.0% |
| 3Y | +121.0% | +213.4% | -92.4% | +46.5% |
| 5Y | +114.6% | +49.1% | +65.5% | +77.5% |
| All | +332.6% | +97.5% | +235.0% | +214.7% |
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