+459.7%
CMS vs HAS
+3,598.5%
-3,138.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | -3.6% | +2.3% | -5.9% | -4.0% |
| 3M | -1.9% | +10.4% | -12.3% | -3.6% |
| 6M | -11.0% | -3.2% | -7.7% | -10.9% |
| YTD | +0.2% | +15.4% | -15.2% | -2.6% |
| 1Y | -1.3% | +18.8% | -20.1% | -4.6% |
| 3Y | +35.9% | +43.9% | -8.0% | +25.3% |
| 5Y | +23.1% | +13.9% | +9.2% | +16.0% |
| 10Y | +117.9% | +56.4% | +61.5% | +86.5% |
| All | +459.7% | +3,598.5% | -3,138.8% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling