+189.2%
HAS vs CP
+26.5%
+162.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | -0.2% | +2.8% | -2.9% | -1.4% |
| 30D | +31.0% | +10.2% | +20.8% | +25.3% |
| 3M | +30.7% | +2.4% | +28.3% | +29.0% |
| 6M | +23.9% | +7.7% | +16.2% | +18.8% |
| YTD | +48.3% | +26.0% | +22.3% | +31.7% |
| 1Y | +60.2% | +34.6% | +25.6% | +37.9% |
| 3Y | +189.2% | +26.7% | +162.5% | +129.1% |
| All | +189.2% | +26.5% | +162.7% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling