+134.8%
CNP vs HAS
+101.4%
+33.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | +5.5% | +31.0% | -25.5% | -1.2% |
| 3M | +0.6% | +30.7% | -30.1% | -5.9% |
| 6M | -2.8% | +23.9% | -26.7% | -8.3% |
| YTD | +7.9% | +48.3% | -40.5% | -3.2% |
| 1Y | +6.7% | +60.2% | -53.6% | -6.2% |
| 3Y | +61.1% | +189.2% | -128.1% | +17.3% |
| 5Y | +73.0% | +50.4% | +22.5% | +48.8% |
| All | +134.8% | +101.4% | +33.5% | +70.8% |
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 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