+38.9%
CMI vs HAS
+17.2%
+21.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.7% | -4.8% | +5.5% | +1.9% |
| 30D | -12.3% | -5.1% | -7.2% | -11.2% |
| 3M | -16.8% | +6.4% | -23.2% | -18.7% |
| 6M | +1.5% | -5.6% | +7.2% | +1.9% |
| YTD | +9.8% | +11.0% | -1.2% | +2.3% |
| All | +38.9% | +17.2% | +21.7% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling