+101.9%
HAS vs CP
+261.0%
-159.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.7% |
| 7D | +2.2% | +2.8% | -0.6% | +0.8% |
| 30D | +29.6% | +11.3% | +18.2% | +23.0% |
| 3M | +30.3% | +2.9% | +27.4% | +28.2% |
| 6M | +25.6% | +9.8% | +15.9% | +19.3% |
| YTD | +50.8% | +28.5% | +22.3% | +32.3% |
| 1Y | +63.0% | +33.5% | +29.5% | +40.4% |
| 3Y | +211.6% | +31.9% | +179.6% | +164.8% |
| 5Y | +50.4% | +25.5% | +24.9% | +28.1% |
| 10Y | +101.9% | +257.6% | -155.7% | +11.0% |
| All | +101.9% | +261.0% | -159.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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