+99.7%
CLF vs HAS
+101.4%
-1.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -19.6% | -0.2% | -19.4% | -19.6% |
| 30D | -5.0% | +31.0% | -36.0% | -17.6% |
| 3M | -6.3% | +30.7% | -37.0% | -18.8% |
| 6M | +2.8% | +23.9% | -21.1% | -9.6% |
| YTD | -13.7% | +48.3% | -62.0% | -31.5% |
| 1Y | +13.6% | +60.2% | -46.6% | -13.4% |
| 3Y | -34.0% | +189.2% | -223.2% | -64.0% |
| 5Y | -48.7% | +50.4% | -99.2% | -61.2% |
| All | +99.7% | +101.4% | -1.6% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling