-17.9%
CLS vs HAS
+58.1%
-76.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | +16.3% | +1.4% | +14.9% | +16.2% |
| 30D | -25.7% | +26.3% | -51.9% | -27.4% |
| 3M | -30.9% | +25.6% | -56.5% | -32.3% |
| 6M | -35.5% | +30.3% | -65.7% | -37.8% |
| YTD | -18.7% | +50.4% | -69.1% | -26.4% |
| 1Y | -17.9% | +57.7% | -75.6% | -28.7% |
| All | -17.9% | +58.1% | -76.0% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling