+35.4%
CMS vs HAS
+52.6%
-17.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +8.6% | +31.3% | -22.7% | +5.2% |
| 3M | -0.5% | +32.1% | -32.6% | -3.7% |
| 6M | -4.2% | +28.1% | -32.3% | -7.1% |
| YTD | +3.4% | +49.1% | -45.7% | -1.7% |
| 1Y | +0.4% | +60.5% | -60.1% | -5.5% |
| 3Y | +38.2% | +183.9% | -145.7% | +18.7% |
| 5Y | +35.4% | +51.2% | -15.8% | +22.5% |
| All | +35.4% | +52.6% | -17.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling