-41.4%
CLF vs HAS
+49.5%
-90.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | +16.0% | +1.6% | +14.3% | +15.2% |
| 30D | +1.6% | +26.6% | -25.0% | -8.8% |
| 3M | +6.7% | +29.0% | -22.3% | -5.1% |
| 6M | +21.1% | +30.6% | -9.4% | +6.0% |
| YTD | -1.6% | +51.5% | -53.1% | -20.6% |
| 1Y | +18.5% | +58.5% | -40.0% | -6.5% |
| 3Y | -21.0% | +214.1% | -235.1% | -56.1% |
| 5Y | -41.4% | +50.2% | -91.6% | -48.5% |
| All | -41.4% | +49.5% | -90.9% | -48.5% |
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 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