-10.9%
CLF vs HAS
+31.0%
-41.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.5% | -12.5% |
| 7D | -21.0% | 0.0% | -20.9% | -20.7% |
| 30D | -8.0% | +31.3% | -39.3% | -6.9% |
| 3M | -10.9% | +32.1% | -43.0% | -9.4% |
| All | -10.9% | +31.0% | -41.9% | -9.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling