+60.5%
HAS vs CGNX
+193.6%
-133.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.5% |
| 7D | -1.1% | +3.2% | -4.2% | -1.8% |
| 30D | -2.8% | +6.0% | -8.8% | -4.4% |
| 3M | +10.1% | +3.5% | +6.6% | +8.0% |
| 6M | -1.4% | +26.3% | -27.7% | -8.8% |
| YTD | +14.2% | +79.2% | -65.1% | -6.7% |
| 1Y | +18.2% | +43.8% | -25.6% | +2.1% |
| 3Y | +48.6% | +52.0% | -3.3% | +20.5% |
| 5Y | +14.2% | -24.0% | +38.3% | +9.8% |
| All | +60.5% | +193.6% | -133.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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