+826.4%
CRS vs HAS
+99.1%
+727.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | +7.4% | +1.6% | +5.8% | +6.7% |
| 30D | -21.2% | +26.6% | -47.8% | -30.4% |
| 3M | -43.3% | +29.0% | -72.3% | -50.5% |
| 6M | -29.4% | +30.6% | -60.0% | -39.5% |
| YTD | -4.7% | +51.5% | -56.2% | -25.1% |
| 1Y | -9.6% | +58.5% | -68.1% | -30.6% |
| 3Y | +355.5% | +214.1% | +141.4% | +131.5% |
| 5Y | +826.6% | +50.2% | +776.3% | +594.8% |
| All | +826.4% | +99.1% | +727.3% | +461.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling