-39.3%
CLS vs HAS
+59.5%
-98.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -22.2% | -0.2% | -22.0% | -22.1% |
| 30D | -44.4% | +31.0% | -75.4% | -46.2% |
| 3M | -34.3% | +30.7% | -64.9% | -36.7% |
| 6M | -50.1% | +23.9% | -74.0% | -51.8% |
| YTD | -30.1% | +48.3% | -78.4% | -39.4% |
| 1Y | -39.3% | +60.2% | -99.6% | -49.3% |
| All | -39.3% | +59.5% | -98.8% | -49.3% |
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