+5,793.7%
CRM vs HAS
+831.3%
+4,962.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.9% |
| 7D | -3.5% | -3.1% | -0.4% | -2.2% |
| 30D | +29.3% | -2.7% | +32.0% | +30.5% |
| 3M | +36.8% | +8.9% | +27.9% | +31.2% |
| 6M | +23.9% | -2.9% | +26.8% | +23.1% |
| YTD | -5.5% | +12.6% | -18.1% | -12.4% |
| 1Y | -0.4% | +17.5% | -17.9% | -9.7% |
| 3Y | +12.8% | +46.2% | -33.5% | -10.9% |
| 5Y | -3.5% | +12.6% | -16.1% | -16.0% |
| 10Y | +238.4% | +55.7% | +182.8% | +116.7% |
| All | +5,793.7% | +831.3% | +4,962.4% | +991.1% |
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