-3.6%
CMI vs HAS
+58.8%
-62.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.3% |
| 7D | +1.5% | +1.6% | -0.1% | +1.2% |
| 30D | -14.0% | +26.6% | -40.6% | -18.4% |
| 3M | -28.3% | +29.0% | -57.3% | -32.4% |
| 6M | -34.9% | +30.6% | -65.5% | -39.0% |
| YTD | -9.9% | +51.5% | -61.4% | -23.3% |
| 1Y | -3.6% | +58.5% | -62.1% | -20.2% |
| All | -3.6% | +58.8% | -62.4% | -20.2% |
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