+69.4%
CVE vs HAS
+62.3%
+7.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.9% |
| 7D | -14.1% | 0.0% | -14.0% | -14.0% |
| 30D | -11.6% | +31.3% | -42.9% | -9.3% |
| 3M | 0.0% | +32.1% | -32.1% | +2.7% |
| 6M | -8.4% | +28.1% | -36.5% | -5.6% |
| YTD | +65.9% | +49.1% | +16.8% | +77.1% |
| 1Y | +69.4% | +60.5% | +8.9% | +84.7% |
| All | +69.4% | +62.3% | +7.2% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling