-26.9%
CLX vs HAS
+50.4%
-77.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.8% |
| 3M | -2.8% | +30.7% | -33.5% | -7.2% |
| 6M | +14.0% | +23.9% | -9.9% | +9.5% |
| YTD | +4.2% | +48.3% | -44.1% | -2.9% |
| 1Y | -1.2% | +60.2% | -61.4% | -9.0% |
| 3Y | -12.7% | +189.2% | -201.9% | -29.0% |
| All | -26.9% | +50.4% | -77.4% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling