-2.9%
CLX vs HAS
+56.8%
-59.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -9.2% | -1.8% | -7.4% | -9.1% |
| 30D | -11.0% | +2.3% | -13.3% | -11.3% |
| 3M | +5.0% | +10.4% | -5.3% | +3.9% |
| 6M | -18.8% | -3.2% | -15.6% | -18.7% |
| YTD | -4.4% | +15.4% | -19.8% | -5.9% |
| 1Y | -21.9% | +18.8% | -40.7% | -23.3% |
| 3Y | -32.8% | +43.9% | -76.7% | -35.9% |
| 5Y | -34.6% | +13.9% | -48.5% | -37.2% |
| All | -2.9% | +56.8% | -59.7% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling