+4,324.2%
HAS vs CP
+7,870.0%
-3,545.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | 0.0% | +6.1% | -6.1% | -1.9% |
| 30D | +31.3% | +9.8% | +21.6% | +27.5% |
| 3M | +32.1% | +2.7% | +29.4% | +30.8% |
| 6M | +28.1% | +12.8% | +15.4% | +22.9% |
| YTD | +49.1% | +28.2% | +20.9% | +37.3% |
| 1Y | +60.5% | +34.1% | +26.4% | +45.7% |
| 3Y | +183.9% | +28.9% | +155.0% | +159.2% |
| 5Y | +51.2% | +27.1% | +24.2% | +37.3% |
| 10Y | +105.3% | +264.8% | -159.5% | +35.4% |
| All | +4,324.2% | +7,870.0% | -3,545.8% | +1,127.5% |
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