+77.9%
CTVA vs HAS
+51.1%
+26.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | +1.6% | +2.2% | -0.6% | +1.2% |
| 30D | -8.5% | +29.6% | -38.1% | -13.4% |
| 3M | +5.3% | +30.3% | -25.0% | -0.6% |
| 6M | -0.1% | +25.6% | -25.7% | -5.2% |
| YTD | +21.2% | +50.8% | -29.6% | +10.0% |
| 1Y | +27.0% | +63.0% | -36.0% | +13.2% |
| 3Y | +87.2% | +211.6% | -124.4% | +43.6% |
| 5Y | +77.9% | +50.4% | +27.5% | +62.2% |
| All | +77.9% | +51.1% | +26.8% | +62.2% |
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 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