+224.3%
CTVA vs HAS
+20.2%
+204.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.5% |
| 7D | -2.1% | -3.1% | +1.0% | -1.2% |
| 30D | +12.0% | -2.7% | +14.8% | +12.9% |
| 3M | +13.5% | +8.9% | +4.6% | +10.2% |
| 6M | +12.1% | -2.9% | +15.0% | +12.0% |
| YTD | +29.0% | +12.6% | +16.4% | +22.8% |
| 1Y | +18.9% | +17.5% | +1.4% | +11.5% |
| 3Y | +78.9% | +46.2% | +32.7% | +52.2% |
| 5Y | +105.2% | +12.6% | +92.7% | +88.3% |
| All | +224.3% | +20.2% | +204.0% | +124.7% |
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