+94.1%
HAS vs CG
+274.5%
-180.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.2% | -0.5% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +26.6% | +5.7% | +20.9% | +23.8% |
| 3M | +29.0% | -17.9% | +46.9% | +37.8% |
| 6M | +30.6% | -20.2% | +50.8% | +40.0% |
| YTD | +51.5% | -32.0% | +83.5% | +70.5% |
| 1Y | +58.5% | -27.0% | +85.5% | +73.3% |
| 3Y | +214.1% | +42.8% | +171.3% | +154.3% |
| 5Y | +50.2% | -23.4% | +73.7% | +47.5% |
| All | +94.1% | +274.5% | -180.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling