+48.6%
HAS vs CRL
-10.4%
+58.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -2.4% |
| 7D | -0.2% | -6.1% | +5.9% | +1.1% |
| 30D | +31.0% | +12.4% | +18.6% | +26.8% |
| 3M | +30.7% | +27.1% | +3.5% | +22.3% |
| 6M | +23.9% | +85.7% | -61.8% | +4.6% |
| YTD | +48.3% | +69.2% | -20.9% | +26.8% |
| 1Y | +60.2% | +97.5% | -37.3% | +30.9% |
| 3Y | +189.2% | +86.1% | +103.1% | +127.1% |
| All | +48.6% | -10.4% | +58.9% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling