+20.2%
CLF vs HAS
+66.3%
-46.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.1% | -12.3% | -9.4% |
| 7D | -7.9% | +2.4% | -10.3% | -8.1% |
| 30D | +5.2% | +31.6% | -26.4% | +1.3% |
| 3M | +4.3% | +33.9% | -29.6% | 0.0% |
| 6M | +25.3% | +31.4% | -6.2% | +19.6% |
| YTD | -3.3% | +51.6% | -55.0% | -11.3% |
| 1Y | +20.2% | +65.2% | -45.0% | +8.5% |
| All | +20.2% | +66.3% | -46.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling