+56.8%
HAS vs CG
+359.8%
-303.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -1.8% | -4.3% | +2.5% | -0.3% |
| 30D | +2.3% | -5.1% | +7.3% | +4.0% |
| 3M | +10.4% | +8.7% | +1.7% | +6.2% |
| 6M | -3.2% | -9.2% | +6.0% | -1.0% |
| YTD | +15.4% | -18.9% | +34.3% | +22.2% |
| 1Y | +18.8% | -25.6% | +44.4% | +29.3% |
| 3Y | +43.9% | +57.3% | -13.3% | +13.0% |
| 5Y | +13.9% | +10.2% | +3.7% | -2.3% |
| All | +56.8% | +359.8% | -303.0% | -12.0% |
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