+3,324.5%
HAS vs CP
+7,669.4%
-4,344.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | -2.7% | +0.9% | -1.0% |
| 30D | +2.3% | +0.2% | +2.1% | +2.1% |
| 3M | +10.4% | +2.6% | +7.8% | +9.2% |
| 6M | -3.2% | +6.0% | -9.2% | -5.3% |
| YTD | +15.4% | +24.9% | -9.5% | +7.1% |
| 1Y | +18.8% | +20.1% | -1.3% | +11.6% |
| 3Y | +43.9% | +16.4% | +27.5% | +35.6% |
| 5Y | +13.9% | +31.7% | -17.8% | +2.3% |
| 10Y | +56.4% | +223.9% | -167.4% | +6.6% |
| All | +3,324.5% | +7,669.4% | -4,344.9% | +858.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling