-41.8%
CLF vs HAS
+48.2%
-90.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +10.4% | +1.4% | +9.0% | +9.8% |
| 30D | +0.6% | +26.3% | -25.7% | -9.6% |
| 3M | +4.1% | +25.6% | -21.5% | -6.3% |
| 6M | +15.1% | +30.3% | -15.1% | +0.8% |
| YTD | -4.7% | +50.4% | -55.1% | -22.9% |
| 1Y | +20.4% | +57.7% | -37.4% | -4.9% |
| 3Y | -23.4% | +213.4% | -236.8% | -57.4% |
| All | -41.8% | +48.2% | -90.0% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling