-4.5%
COR vs HAS
+61.8%
-66.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | +2.3% | +2.2% | +0.2% | +2.2% |
| 30D | +6.8% | +29.6% | -22.8% | +4.4% |
| 3M | +8.1% | +30.3% | -22.2% | +5.7% |
| 6M | +33.0% | +25.6% | +7.4% | +30.8% |
| YTD | +3.0% | +50.8% | -47.8% | -0.7% |
| All | -4.5% | +61.8% | -66.2% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling