+144.0%
CNP vs HAS
+106.0%
+38.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -0.1% | +2.0% | -2.1% | -0.6% |
| 30D | +5.0% | +30.9% | -25.9% | -1.6% |
| 3M | +2.7% | +28.8% | -26.1% | -3.6% |
| 6M | -1.9% | +32.3% | -34.2% | -8.8% |
| YTD | +8.8% | +54.7% | -45.9% | -3.3% |
| 1Y | +5.6% | +63.2% | -57.6% | -7.5% |
| 3Y | +63.2% | +220.7% | -157.5% | +15.6% |
| 5Y | +73.8% | +53.3% | +20.4% | +49.1% |
| 10Y | +144.0% | +104.2% | +39.8% | +76.2% |
| All | +144.0% | +106.0% | +38.0% | +76.2% |
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