+3.1%
CRM vs HAS
+212.5%
-209.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.7% |
| 30D | -7.7% | +26.3% | -34.0% | -11.6% |
| 3M | +8.4% | +25.6% | -17.2% | +3.7% |
| 6M | +31.9% | +30.3% | +1.7% | +25.2% |
| YTD | -17.2% | +50.4% | -67.6% | -24.9% |
| 1Y | -8.6% | +57.7% | -66.3% | -18.3% |
| 3Y | +3.1% | +213.4% | -210.3% | -20.7% |
| All | +3.1% | +212.5% | -209.4% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling