+17,914.9%
COR vs HAS
+1,593.2%
+16,321.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.8% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +7.4% | +31.3% | -24.0% | +2.4% |
| 3M | +7.3% | +32.1% | -24.8% | +2.2% |
| 6M | +11.5% | +28.1% | -16.6% | +6.4% |
| YTD | +1.2% | +49.1% | -47.9% | -6.3% |
| 1Y | -3.3% | +60.5% | -63.8% | -11.6% |
| 3Y | +78.5% | +183.9% | -105.4% | +43.8% |
| 5Y | +183.0% | +51.2% | +131.7% | +151.7% |
| 10Y | +545.4% | +105.3% | +440.1% | +419.6% |
| All | +17,914.9% | +1,593.2% | +16,321.7% | +9,229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling