+85.4%
HAS vs CAI
-5.3%
+90.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.6% |
| 7D | +2.2% | -20.3% | +22.5% | +3.5% |
| 30D | +29.6% | -13.9% | +43.5% | +30.6% |
| 3M | +30.3% | +12.4% | +17.8% | +29.1% |
| 6M | +25.6% | +58.3% | -32.7% | +22.0% |
| YTD | +50.8% | -5.2% | +56.0% | +50.3% |
| 1Y | +63.0% | -0.2% | +63.2% | +61.8% |
| All | +85.4% | -5.3% | +90.7% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling