+413.3%
HAS vs CG
+281.3%
+131.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.2% | -1.2% | +1.0% | +0.2% |
| 30D | +31.0% | +5.0% | +26.0% | +28.8% |
| 3M | +30.7% | -18.2% | +48.9% | +38.8% |
| 6M | +23.9% | -20.7% | +44.6% | +32.2% |
| YTD | +48.3% | -31.4% | +79.7% | +64.4% |
| 1Y | +60.2% | -22.3% | +82.5% | +70.1% |
| 3Y | +189.2% | +50.2% | +139.0% | +139.3% |
| 5Y | +50.4% | -22.1% | +72.5% | +47.5% |
| 10Y | +104.2% | +295.5% | -191.4% | +27.7% |
| All | +413.3% | +281.3% | +131.9% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling