+765.7%
CRS vs HAS
+50.4%
+715.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -28.8% | +31.0% | -59.8% | -36.0% |
| 3M | -50.0% | +30.7% | -80.7% | -55.1% |
| 6M | -39.2% | +23.9% | -63.1% | -44.7% |
| YTD | -11.4% | +48.3% | -59.7% | -25.8% |
| 1Y | -11.7% | +60.2% | -71.9% | -28.5% |
| 3Y | +319.6% | +189.2% | +130.4% | +154.8% |
| All | +765.7% | +50.4% | +715.3% | +677.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling