+154.1%
CMI vs HAS
+45.6%
+108.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.9% |
| 7D | +1.9% | -3.1% | +5.0% | +2.9% |
| 30D | -12.5% | -2.7% | -9.8% | -11.8% |
| 3M | -16.2% | +8.9% | -25.1% | -19.1% |
| 6M | +4.9% | -2.9% | +7.8% | +4.7% |
| YTD | +11.1% | +12.6% | -1.5% | +4.9% |
| 1Y | +43.4% | +17.5% | +25.9% | +33.0% |
| 3Y | +154.1% | +46.2% | +107.9% | +101.6% |
| All | +154.1% | +45.6% | +108.5% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling