+497.3%
HAS vs CAPR
-99.1%
+596.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.8% |
| 30D | +2.3% | +139.2% | -136.9% | +1.7% |
| 3M | +10.4% | -66.4% | +76.7% | +10.6% |
| 6M | -3.2% | -63.1% | +59.9% | -3.1% |
| YTD | +15.4% | -67.4% | +82.8% | +15.6% |
| 1Y | +18.8% | +58.2% | -39.4% | +16.2% |
| 3Y | +43.9% | +42.2% | +1.7% | +39.9% |
| 5Y | +13.9% | +87.3% | -73.4% | +10.2% |
| 10Y | +56.4% | -75.3% | +131.7% | +48.8% |
| All | +497.3% | -99.1% | +596.3% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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