+102.2%
HAS vs CRL
+353.6%
-251.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.4% |
| 7D | +3.3% | -1.7% | +5.0% | +3.5% |
| 30D | +30.5% | +14.6% | +16.0% | +24.7% |
| 3M | +29.9% | +24.8% | +5.1% | +20.6% |
| 6M | +26.5% | +94.7% | -68.1% | +1.5% |
| YTD | +51.9% | +73.4% | -21.4% | +24.5% |
| 1Y | +60.9% | +104.7% | -43.7% | +24.6% |
| 3Y | +215.0% | +101.1% | +113.9% | +130.1% |
| 5Y | +51.5% | -10.8% | +62.3% | +43.5% |
| 10Y | +102.2% | +358.8% | -256.6% | +3.3% |
| All | +102.2% | +353.6% | -251.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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