+17,590.3%
COR vs HAS
+1,584.2%
+16,006.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +2.8% | +30.7% | -27.8% | -1.9% |
| 6M | +32.5% | +23.9% | +8.6% | +27.3% |
| YTD | -0.7% | +48.3% | -49.0% | -7.9% |
| 1Y | -6.7% | +60.2% | -66.9% | -14.7% |
| 3Y | +73.7% | +189.2% | -115.5% | +39.5% |
| 5Y | +177.9% | +50.4% | +127.4% | +147.4% |
| 10Y | +533.8% | +104.2% | +429.6% | +410.7% |
| All | +17,590.3% | +1,584.2% | +16,006.0% | +9,070.2% |
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 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