+5,062.8%
CRM vs HAS
+1,143.2%
+3,919.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.0% | +1.4% | +0.6% | +1.4% |
| 30D | -7.7% | +26.3% | -34.0% | -16.3% |
| 3M | +8.4% | +25.6% | -17.2% | -1.8% |
| 6M | +31.9% | +30.3% | +1.7% | +16.8% |
| YTD | -17.2% | +50.4% | -67.6% | -32.0% |
| 1Y | -8.6% | +57.7% | -66.3% | -26.6% |
| 3Y | +3.1% | +213.4% | -210.3% | -41.2% |
| 5Y | -27.6% | +49.1% | -76.7% | -43.9% |
| 10Y | +197.6% | +98.5% | +99.1% | +73.7% |
| All | +5,062.8% | +1,143.2% | +3,919.6% | +746.1% |
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