+520.9%
COR vs HAS
+101.4%
+419.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +5.1% | +31.0% | -25.9% | +0.6% |
| 3M | +2.8% | +30.7% | -27.8% | -1.6% |
| 6M | +32.5% | +23.9% | +8.6% | +27.7% |
| YTD | -0.7% | +48.3% | -49.0% | -7.5% |
| 1Y | -6.7% | +60.2% | -66.9% | -14.3% |
| 3Y | +73.7% | +189.2% | -115.5% | +38.9% |
| 5Y | +177.9% | +50.4% | +127.4% | +153.3% |
| All | +520.9% | +101.4% | +419.5% | +382.1% |
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