+80.1%
CLF vs HAS
+106.1%
-26.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +6.2% |
| 7D | -14.1% | +2.2% | -16.2% | -15.0% |
| 30D | -5.5% | +29.6% | -35.1% | -17.6% |
| 3M | 0.0% | +30.3% | -30.3% | -13.1% |
| 6M | +11.3% | +25.6% | -14.4% | -2.7% |
| YTD | -7.7% | +50.8% | -58.5% | -27.3% |
| 1Y | +17.5% | +63.0% | -45.5% | -11.1% |
| 3Y | -25.4% | +211.6% | -237.0% | -60.8% |
| 5Y | -46.0% | +50.4% | -96.4% | -59.1% |
| 10Y | +80.1% | +101.9% | -21.8% | +5.5% |
| All | +80.1% | +106.1% | -26.0% | +5.5% |
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