+475.2%
COR vs HAS
+99.1%
+376.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | +2.9% | +1.6% | +1.2% | +2.6% |
| 30D | +5.8% | +26.6% | -20.8% | +1.8% |
| 3M | +11.4% | +29.0% | -17.6% | +6.9% |
| 6M | +34.5% | +30.6% | +3.9% | +28.5% |
| YTD | +4.1% | +51.5% | -47.5% | -3.4% |
| 1Y | -3.1% | +58.5% | -61.6% | -10.8% |
| 3Y | +80.9% | +214.1% | -133.3% | +42.4% |
| 5Y | +195.1% | +50.2% | +144.9% | +169.9% |
| All | +475.2% | +99.1% | +376.1% | +341.6% |
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