+143.3%
CNP vs HAS
+102.6%
+40.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | -3.0% | +3.3% | -6.3% | -3.8% |
| 30D | +6.8% | +30.5% | -23.7% | +0.1% |
| 3M | +3.6% | +29.9% | -26.3% | -2.9% |
| 6M | 0.0% | +26.5% | -26.6% | -6.1% |
| YTD | +9.4% | +51.9% | -42.5% | -2.3% |
| 1Y | +6.8% | +60.9% | -54.1% | -6.1% |
| 3Y | +64.2% | +215.0% | -150.8% | +16.8% |
| 5Y | +76.0% | +51.5% | +24.5% | +51.4% |
| 10Y | +143.3% | +102.2% | +41.1% | +76.3% |
| All | +143.3% | +102.6% | +40.7% | +76.3% |
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