+319.6%
CRS vs HAS
+181.4%
+138.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -28.8% | +31.0% | -59.8% | -34.4% |
| 3M | -50.0% | +30.7% | -80.7% | -54.0% |
| 6M | -39.2% | +23.9% | -63.1% | -43.4% |
| YTD | -11.4% | +48.3% | -59.7% | -23.1% |
| 1Y | -11.7% | +60.2% | -71.9% | -25.5% |
| 3Y | +319.6% | +189.2% | +130.4% | +200.2% |
| All | +319.6% | +181.4% | +138.2% | +200.2% |
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 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