+16.8%
HAS vs CAI
-31.0%
+47.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | -5.1% | +2.7% | -7.8% | -5.3% |
| 3M | +6.4% | +41.7% | -35.3% | +4.3% |
| 6M | -5.6% | +26.5% | -32.1% | -7.0% |
| YTD | +11.0% | -10.9% | +21.9% | +11.3% |
| 1Y | +16.8% | -29.2% | +46.0% | +19.7% |
| All | +16.8% | -31.0% | +47.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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