+162.3%
CVE vs HAS
+56.4%
+105.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | +16.7% | +2.3% | +14.5% | +15.6% |
| 3M | +9.3% | +10.4% | -1.1% | +4.7% |
| 6M | +43.6% | -3.2% | +46.8% | +43.0% |
| YTD | +93.6% | +15.4% | +78.2% | +79.5% |
| 1Y | +98.8% | +18.8% | +80.0% | +81.6% |
| 3Y | +73.6% | +43.9% | +29.7% | +42.4% |
| 5Y | +312.5% | +13.9% | +298.6% | +265.7% |
| All | +162.3% | +56.4% | +105.9% | +117.2% |
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 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