+67.4%
CVE vs HAS
+587.3%
-519.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.7% | -8.8% |
| 7D | -12.1% | +2.4% | -14.5% | -13.0% |
| 30D | -9.8% | +31.6% | -41.4% | -19.1% |
| 3M | -0.7% | +33.9% | -34.6% | -11.8% |
| 6M | -4.3% | +31.4% | -35.7% | -15.2% |
| YTD | +70.6% | +51.6% | +19.0% | +41.1% |
| 1Y | +73.2% | +65.2% | +8.0% | +38.1% |
| 3Y | +60.3% | +188.7% | -128.4% | -2.3% |
| 5Y | +159.3% | +55.7% | +103.6% | +99.4% |
| 10Y | +147.4% | +108.8% | +38.7% | +56.2% |
| All | +67.4% | +587.3% | -519.9% | -40.9% |
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