-10.0%
CLX vs HAS
+221.5%
-231.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | +7.8% | +2.0% | +5.8% | +7.4% |
| 30D | +28.5% | +30.9% | -2.4% | +23.6% |
| 3M | +1.3% | +28.8% | -27.4% | -2.4% |
| 6M | +23.4% | +32.3% | -9.0% | +18.1% |
| YTD | +11.4% | +54.7% | -43.3% | +4.6% |
| 1Y | +6.9% | +63.2% | -56.3% | -0.3% |
| All | -10.0% | +221.5% | -231.5% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling