+679.2%
CRS vs HAS
+44.6%
+634.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.2% | -1.8% | +1.6% | +0.3% |
| 30D | -16.6% | +2.3% | -18.9% | -17.2% |
| 3M | -3.5% | +10.4% | -13.8% | -6.6% |
| 6M | +15.4% | -3.2% | +18.7% | +15.5% |
| YTD | +51.2% | +15.4% | +35.8% | +42.8% |
| 1Y | +98.3% | +18.8% | +79.5% | +85.3% |
| All | +679.2% | +44.6% | +634.6% | +580.5% |
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