+1.4%
CRM vs HAS
+21.6%
-20.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +2.0% |
| 7D | -4.4% | -1.1% | -3.4% | -4.5% |
| 30D | +28.1% | -2.8% | +30.9% | +27.8% |
| 3M | +48.8% | +10.1% | +38.7% | +49.4% |
| 6M | +28.3% | -1.4% | +29.6% | +28.5% |
| YTD | -6.0% | +14.2% | -20.2% | -7.1% |
| 1Y | +1.4% | +18.2% | -16.8% | 0.0% |
| All | +1.4% | +21.6% | -20.2% | 0.0% |
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