+44.2%
HAS vs CPB
-40.0%
+84.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -1.8% | -8.6% | +6.8% | -0.6% |
| 30D | +2.3% | -7.2% | +9.5% | +3.3% |
| 3M | +10.4% | +0.9% | +9.5% | +10.1% |
| 6M | -3.2% | -11.8% | +8.6% | -1.7% |
| YTD | +15.4% | -19.4% | +34.8% | +18.7% |
| 1Y | +18.8% | -30.4% | +49.2% | +25.2% |
| All | +44.2% | -40.0% | +84.2% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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