+618.5%
CLF vs HAS
+4,678.1%
-4,059.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.9% |
| 3M | -10.9% | +32.1% | -43.0% | -20.8% |
| 6M | +5.8% | +28.1% | -22.3% | -5.7% |
| YTD | -15.1% | +49.1% | -64.2% | -29.3% |
| 1Y | +7.2% | +60.5% | -53.3% | -13.2% |
| 3Y | -34.2% | +183.9% | -218.0% | -58.1% |
| 5Y | -49.6% | +51.2% | -100.8% | -59.6% |
| 10Y | +109.9% | +105.3% | +4.6% | +44.7% |
| All | +618.5% | +4,678.1% | -4,059.6% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling