-32.5%
CLS vs HAS
+60.2%
-92.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -13.9% | +3.3% | -17.1% | -14.0% |
| 30D | -38.2% | +30.5% | -68.7% | -39.9% |
| 3M | -28.8% | +29.9% | -58.7% | -30.8% |
| 6M | -40.4% | +26.5% | -66.9% | -42.4% |
| YTD | -24.3% | +51.9% | -76.2% | -32.7% |
| All | -32.5% | +60.2% | -92.8% | -39.9% |
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 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