+3,446.1%
CSGP vs HAS
+853.2%
+2,593.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +1.0% | +3.1% |
| 7D | +18.3% | +2.4% | +15.9% | +17.4% |
| 30D | +17.8% | +31.6% | -13.8% | +8.3% |
| 3M | +9.3% | +33.9% | -24.6% | 0.0% |
| 6M | -7.9% | +31.4% | -39.3% | -15.8% |
| YTD | -51.5% | +51.6% | -103.2% | -57.8% |
| 1Y | -53.3% | +65.2% | -118.5% | -60.5% |
| 3Y | -57.9% | +188.7% | -246.6% | -70.5% |
| 5Y | -61.3% | +55.7% | -117.0% | -67.9% |
| 10Y | +77.5% | +108.8% | -31.2% | +24.1% |
| All | +3,446.1% | +853.2% | +2,593.0% | +1,312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling