+126.4%
CLF vs HAS
+56.4%
+70.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +7.6% | -1.8% | +9.4% | +8.6% |
| 30D | -1.2% | +2.3% | -3.5% | -2.5% |
| 3M | -13.4% | +10.4% | -23.7% | -18.1% |
| 6M | +15.4% | -3.2% | +18.7% | +15.4% |
| YTD | -5.9% | +15.4% | -21.3% | -14.8% |
| 1Y | +18.8% | +18.8% | 0.0% | +6.1% |
| 3Y | -19.4% | +43.9% | -63.3% | -37.0% |
| 5Y | -47.7% | +13.9% | -61.6% | -54.4% |
| All | +126.4% | +56.4% | +70.0% | +48.7% |
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