+121.7%
CMS vs HAS
+101.4%
+20.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +6.3% | +31.0% | -24.7% | +2.2% |
| 3M | -2.1% | +30.7% | -32.7% | -5.9% |
| 6M | -5.1% | +23.9% | -29.0% | -8.3% |
| YTD | +1.3% | +48.3% | -47.1% | -5.0% |
| 1Y | -1.4% | +60.2% | -61.6% | -8.6% |
| 3Y | +36.9% | +189.2% | -152.3% | +14.0% |
| 5Y | +32.5% | +50.4% | -17.9% | +20.6% |
| All | +121.7% | +101.4% | +20.4% | +83.2% |
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 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