+19.1%
CLX vs HAS
+101.4%
-82.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +13.6% | -0.2% | +13.7% | +13.6% |
| 30D | +23.4% | +31.0% | -7.7% | +20.0% |
| 3M | -2.8% | +30.7% | -33.5% | -5.5% |
| 6M | +14.0% | +23.9% | -9.9% | +11.3% |
| YTD | +4.2% | +48.3% | -44.1% | -0.1% |
| 1Y | -1.2% | +60.2% | -61.4% | -5.9% |
| 3Y | -12.7% | +189.2% | -201.9% | -21.7% |
| 5Y | -26.5% | +50.4% | -76.9% | -31.3% |
| All | +19.1% | +101.4% | -82.2% | +10.7% |
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 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