+18.8%
CLF vs HAS
+61.8%
-43.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +6.8% |
| 7D | -14.1% | +2.2% | -16.2% | -14.2% |
| 30D | -5.5% | +29.6% | -35.1% | -8.9% |
| 3M | 0.0% | +30.3% | -30.3% | -3.7% |
| 6M | +11.3% | +25.6% | -14.4% | +7.6% |
| YTD | -7.7% | +50.8% | -58.5% | -16.0% |
| All | +18.8% | +61.8% | -43.0% | +4.9% |
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