+28.4%
CLX vs HAS
+102.4%
-73.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +13.6% | +3.3% | +10.4% | +13.3% |
| 30D | +29.1% | +30.5% | -1.5% | +25.6% |
| 3M | +1.6% | +29.9% | -28.3% | -1.1% |
| 6M | +18.7% | +26.5% | -7.8% | +15.7% |
| YTD | +11.1% | +51.9% | -40.8% | +6.3% |
| 1Y | +7.0% | +60.9% | -53.9% | +1.9% |
| 3Y | -10.0% | +215.0% | -225.0% | -19.9% |
| 5Y | -22.6% | +51.5% | -74.1% | -27.8% |
| All | +28.4% | +102.4% | -73.9% | +19.3% |
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 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