+512.3%
COR vs HAS
+106.1%
+406.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.4% |
| 7D | +2.3% | +2.2% | +0.2% | +2.0% |
| 30D | +6.8% | +29.6% | -22.8% | +2.3% |
| 3M | +8.1% | +30.3% | -22.2% | +3.5% |
| 6M | +33.0% | +25.6% | +7.4% | +27.8% |
| YTD | +3.0% | +50.8% | -47.8% | -4.3% |
| 1Y | -3.4% | +63.0% | -66.4% | -11.5% |
| 3Y | +80.1% | +211.6% | -131.4% | +41.8% |
| 5Y | +194.7% | +50.4% | +144.3% | +169.2% |
| 10Y | +512.3% | +101.9% | +410.4% | +374.8% |
| All | +512.3% | +106.1% | +406.2% | +374.8% |
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