-47.8%
CLF vs HAS
+13.4%
-61.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +7.6% | -1.8% | +9.4% | +8.4% |
| 30D | -1.2% | +2.3% | -3.5% | -2.3% |
| 3M | -13.4% | +10.4% | -23.7% | -17.4% |
| 6M | +15.4% | -3.2% | +18.7% | +15.6% |
| YTD | -5.9% | +15.4% | -21.3% | -13.8% |
| 1Y | +18.8% | +18.8% | 0.0% | +7.5% |
| 3Y | -19.4% | +43.9% | -63.3% | -34.3% |
| All | -47.8% | +13.4% | -61.2% | -44.9% |
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