+492.2%
COR vs HAS
+97.5%
+394.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.7% | +3.1% |
| 7D | +7.8% | +1.4% | +6.5% | +7.6% |
| 30D | +7.0% | +26.3% | -19.3% | +3.0% |
| 3M | +16.3% | +25.6% | -9.3% | +12.0% |
| 6M | +41.3% | +30.3% | +11.0% | +35.0% |
| YTD | +7.1% | +50.4% | -43.2% | -0.4% |
| 1Y | -0.8% | +57.7% | -58.5% | -8.6% |
| 3Y | +85.0% | +213.4% | -128.4% | +45.6% |
| 5Y | +203.9% | +49.1% | +154.8% | +178.2% |
| All | +492.2% | +97.5% | +394.6% | +355.2% |
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