+216.7%
HAS vs CG
+53.5%
+163.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.2% |
| 7D | +3.3% | +2.0% | +1.3% | +2.5% |
| 30D | +30.5% | +8.5% | +22.0% | +26.9% |
| 3M | +29.9% | -12.1% | +42.0% | +34.6% |
| 6M | +26.5% | -16.4% | +43.0% | +32.8% |
| YTD | +51.9% | -28.0% | +79.9% | +66.0% |
| 1Y | +60.9% | -18.9% | +79.8% | +68.0% |
| All | +216.7% | +53.5% | +163.2% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling