+1,316.9%
HAS vs CRL
+1,630.9%
-314.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -2.3% |
| 7D | -0.2% | -6.1% | +5.9% | +1.0% |
| 30D | +31.0% | +12.4% | +18.6% | +27.1% |
| 3M | +30.7% | +27.1% | +3.5% | +22.9% |
| 6M | +23.9% | +85.7% | -61.8% | +5.7% |
| YTD | +48.3% | +69.2% | -20.9% | +27.9% |
| 1Y | +60.2% | +97.5% | -37.3% | +33.0% |
| 3Y | +189.2% | +86.1% | +103.1% | +134.3% |
| 5Y | +50.4% | -10.0% | +60.5% | +40.7% |
| 10Y | +104.2% | +395.0% | -290.8% | +29.9% |
| All | +1,316.9% | +1,630.9% | -314.0% | +560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling