-35.1%
CLF vs HAS
+182.9%
-218.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.5% | -11.6% |
| 7D | -21.0% | 0.0% | -20.9% | -21.0% |
| 30D | -8.0% | +31.3% | -39.3% | -17.8% |
| 3M | -10.9% | +32.1% | -43.0% | -20.8% |
| 6M | +5.8% | +28.1% | -22.3% | -5.5% |
| YTD | -15.1% | +49.1% | -64.2% | -30.3% |
| 1Y | +7.2% | +60.5% | -53.3% | -15.0% |
| All | -35.1% | +182.9% | -218.0% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling