+1,412.7%
CRS vs HAS
+54.3%
+1,358.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -0.5% | -4.8% | +4.3% | +1.9% |
| 30D | -18.1% | -5.1% | -13.0% | -16.1% |
| 3M | -12.4% | +6.4% | -18.8% | -15.8% |
| 6M | +15.9% | -5.6% | +21.6% | +17.5% |
| YTD | +45.8% | +11.0% | +34.9% | +34.9% |
| 1Y | +87.8% | +16.8% | +71.0% | +69.1% |
| 3Y | +648.7% | +44.0% | +604.7% | +476.3% |
| 5Y | +1,416.6% | +11.0% | +1,405.6% | +1,228.3% |
| 10Y | +1,412.7% | +56.0% | +1,356.7% | +958.8% |
| All | +1,412.7% | +54.3% | +1,358.4% | +958.8% |
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