+36.9%
CMS vs HAS
+181.4%
-144.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +6.3% | +31.0% | -24.7% | +3.4% |
| 3M | -2.1% | +30.7% | -32.7% | -4.7% |
| 6M | -5.1% | +23.9% | -29.0% | -7.2% |
| YTD | +1.3% | +48.3% | -47.1% | -3.1% |
| 1Y | -1.4% | +60.2% | -61.6% | -6.5% |
| 3Y | +36.9% | +189.2% | -152.3% | +13.8% |
| All | +36.9% | +181.4% | -144.5% | +13.8% |
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